Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 469895.135 | 452073.9426 | 17821.1924 | -29318.3119 | 637248.5092 | -666566.8211 |
Total P&L (%) | 469.8951 | 452.0739 | 17.8212 | -29.3183 | 637.2485 | -666.5668 |
Avg Daily Profit (%) | 0.2478 | 0.2384 | 0.0094 | -0.0183 | 0.1054 | 0 |
Buy And Hold Return (%) | 20.1604 | 20.1604 | 20.1604 | 20.1604 | 20.1604 | 20.1604 |
Max Trade Drawdown | -219299 | -100538 | -161204 | -986586 | -427699 | -926015 |
Profit Factor | 1.2395 | 1.5462 | 1.0157 | 0.9944 | 1.332 | 0.7982 |
Total Trades | 573 | 286 | 287 | 573 | 286 | 287 |
Winning Trades | 335 | 170 | 165 | 335 | 170 | 165 |
Losing Trades | 238 | 116 | 122 | 238 | 116 | 122 |
Profitability (%) | 58.4642 | 59.4406 | 57.4913 | 58.4642 | 59.4406 | 57.4913 |
Ratio Avg Win / Avg Loss | 0.8806 | 1.0551 | 0.751 | 0.7065 | 0.9089 | 0.5901 |
Largest Winning Trade | 90946 | 90946 | 45259 | 175213 | 175213 | 158454 |
Largest Losing Trade | -76794 | -33601 | -76794 | -538389 | -171924 | -538389 |
Avg Bars in Trades | 6 | 6 | 6 | 6 | 6 | 6 |
Avg Bars in Winners | 5 | 4 | 6 | 5 | 4 | 6 |
Avg Bars in Losers | 7 | 8 | 6 | 7 | 8 | 6 |
Bars Traded | 3781 | 1851 | 1930 | 3781 | 1851 | 1930 |
Profit Streak | 0 | 16.942 | 0 | 0 | 16.942 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376059 | 451840 | -548771 | -576409 | -50200 | -578583 |
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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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