Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 482707.7473 | 412893.2226 | 69814.5247 | 348562.7023 | 505254.0262 | -156691.3239 |
Total P&L (%) | 482.7077 | 412.8932 | 69.8145 | 348.5627 | 505.254 | -156.6913 |
Avg Daily Profit (%) | 0.1931 | 0.1652 | 0.0279 | 0.0601 | 0.0721 | 0 |
Buy And Hold Return (%) | 42.7129 | 42.7129 | 42.7129 | 42.7129 | 42.7129 | 42.7129 |
Max Trade Drawdown | -124151 | -131780 | -140024 | -419297 | -289836 | -356946 |
Profit Factor | 1.3291 | 1.6371 | 1.0853 | 1.1133 | 1.3836 | 0.911 |
Total Trades | 403 | 202 | 201 | 403 | 202 | 201 |
Winning Trades | 203 | 104 | 99 | 203 | 104 | 99 |
Losing Trades | 200 | 98 | 102 | 200 | 98 | 102 |
Profitability (%) | 50.3722 | 51.4851 | 49.2537 | 50.3722 | 51.4851 | 49.2537 |
Ratio Avg Win / Avg Loss | 1.3095 | 1.5426 | 1.1182 | 1.0968 | 1.3037 | 0.9386 |
Largest Winning Trade | 104193 | 104193 | 47327 | 191941 | 187060 | 191941 |
Largest Losing Trade | -45138 | -33869 | -45138 | -262546 | -106876 | -262546 |
Avg Bars in Trades | 24 | 16 | 32 | 24 | 16 | 32 |
Avg Bars in Winners | 25 | 15 | 36 | 25 | 15 | 36 |
Avg Bars in Losers | 22 | 16 | 28 | 22 | 16 | 28 |
Bars Traded | 9791 | 3262 | 6528 | 9791 | 3262 | 6528 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369237 | 410239 | -291389 | -206216 | -94753 | -580571 |
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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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