Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 402304.7584 | 364932.7559 | 37372.0025 | 413361.9351 | 594288.5752 | -180926.6401 |
Total P&L (%) | 402.3048 | 364.9328 | 37.372 | 413.3619 | 594.2886 | -180.9266 |
Avg Daily Profit (%) | 0.2849 | 0.2585 | 0.0265 | 0.1159 | 0.1373 | 0 |
Buy And Hold Return (%) | 98.4765 | 98.4765 | 98.4765 | 98.4765 | 98.4765 | 98.4765 |
Max Trade Drawdown | -110528 | -66346 | -155159 | -742936 | -334069 | -843091 |
Profit Factor | 1.4216 | 1.9346 | 1.0663 | 1.1153 | 1.3762 | 0.9097 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 121 | 62 | 59 | 121 | 62 | 59 |
Losing Trades | 125 | 61 | 64 | 125 | 61 | 64 |
Profitability (%) | 49.187 | 50.4065 | 47.9675 | 49.187 | 50.4065 | 47.9675 |
Ratio Avg Win / Avg Loss | 1.4686 | 1.9034 | 1.1567 | 1.1522 | 1.354 | 0.9868 |
Largest Winning Trade | 67701 | 67701 | 56098 | 217448 | 217448 | 213516 |
Largest Losing Trade | -50709 | -25911 | -50709 | -295410 | -121752 | -295410 |
Avg Bars in Trades | 21 | 23 | 20 | 21 | 23 | 20 |
Avg Bars in Winners | 23 | 27 | 19 | 23 | 27 | 19 |
Avg Bars in Losers | 20 | 19 | 21 | 20 | 19 | 21 |
Bars Traded | 5397 | 2871 | 2526 | 5397 | 2871 | 2526 |
Profit Streak | 0 | 0 | 522.4744 | 0 | 0 | 522.4744 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 297951 | 338899 | -470279 | -132712 | -9279 | -580165 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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