Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 557183.7493 | 555620.5757 | 1563.1736 | 120948.5376 | 170499.7694 | -49551.2317 |
Total P&L (%) | 557.1837 | 555.6206 | 1.5632 | 120.9485 | 170.4998 | -49.5512 |
Avg Daily Profit (%) | 0.2569 | 0.2562 | 0.0007 | 0.0366 | 0.0459 | -0.0315 |
Buy And Hold Return (%) | 170.5618 | 170.5618 | 170.5618 | 170.5618 | 170.5618 | 170.5618 |
Max Trade Drawdown | -158896 | -120302 | -247570 | -189475 | -88177 | -256203 |
Profit Factor | 1.3237 | 1.5876 | 1.002 | 1.1021 | 1.2465 | 0.8994 |
Total Trades | 439 | 219 | 220 | 439 | 219 | 220 |
Winning Trades | 227 | 102 | 125 | 227 | 102 | 125 |
Losing Trades | 212 | 117 | 95 | 212 | 117 | 95 |
Profitability (%) | 51.7084 | 46.5753 | 56.8182 | 51.7084 | 46.5753 | 56.8182 |
Ratio Avg Win / Avg Loss | 1.2362 | 1.8211 | 0.7615 | 1.0293 | 1.4298 | 0.6835 |
Largest Winning Trade | 131411 | 131411 | 27281 | 64850 | 64850 | 27788 |
Largest Losing Trade | -60788 | -53927 | -60788 | -83536 | -75284 | -83536 |
Avg Bars in Trades | 19 | 26 | 12 | 19 | 26 | 12 |
Avg Bars in Winners | 18 | 26 | 11 | 18 | 26 | 11 |
Avg Bars in Losers | 20 | 27 | 12 | 20 | 27 | 12 |
Bars Traded | 8585 | 5903 | 2682 | 8585 | 5903 | 2682 |
Profit Streak | 12.3472 | 0 | 14.0972 | 12.3472 | 0 | 14.0972 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334447 | 292501 | -575247 | -414595 | -298105 | -578424 |
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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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