Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 409805.8019 | 389188.9211 | 20616.8808 | 125909.9255 | 867986.9426 | -742077.0171 |
Total P&L (%) | 409.8058 | 389.1889 | 20.6169 | 125.9099 | 867.9869 | -742.077 |
Avg Daily Profit (%) | 0.164 | 0.1557 | 0.0082 | 0.0326 | 0.0909 | 0 |
Buy And Hold Return (%) | 14.6249 | 14.6249 | 14.6249 | 14.6249 | 14.6249 | 14.6249 |
Max Trade Drawdown | -188244 | -102057 | -163011 | -2000088 | -1206344 | -1051290 |
Profit Factor | 1.2135 | 1.4593 | 1.0192 | 1.0101 | 1.1517 | 0.8893 |
Total Trades | 593 | 297 | 296 | 593 | 297 | 296 |
Winning Trades | 304 | 161 | 143 | 304 | 161 | 143 |
Losing Trades | 289 | 136 | 153 | 289 | 136 | 153 |
Profitability (%) | 51.2648 | 54.2088 | 48.3108 | 51.2648 | 54.2088 | 48.3108 |
Ratio Avg Win / Avg Loss | 1.1536 | 1.2327 | 1.0905 | 0.9603 | 0.9728 | 0.9515 |
Largest Winning Trade | 51188 | 51188 | 46933 | 490459 | 490459 | 462973 |
Largest Losing Trade | -40174 | -29005 | -40174 | -471571 | -407384 | -471571 |
Avg Bars in Trades | 25 | 17 | 32 | 25 | 17 | 32 |
Avg Bars in Winners | 25 | 17 | 35 | 25 | 17 | 35 |
Avg Bars in Losers | 24 | 17 | 29 | 24 | 17 | 29 |
Bars Traded | 14833 | 5304 | 9529 | 14833 | 5304 | 9529 |
Profit Streak | 0 | 0 | 32.4593 | 0 | 0 | 32.4593 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374698 | 364359 | -418617 | -356832 | -124767 | -579901 |
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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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