Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 464332.4548 | 419773.0976 | 44559.3572 | 379085.4465 | 1307419.6064 | -928334.1599 |
Total P&L (%) | 464.3325 | 419.7731 | 44.5594 | 379.0854 | 1307.4196 | -928.3342 |
Avg Daily Profit (%) | 0.2722 | 0.2461 | 0.0261 | 0.0919 | 0.1552 | 0 |
Buy And Hold Return (%) | 123.1052 | 123.1052 | 123.1052 | 123.1052 | 123.1052 | 123.1052 |
Max Trade Drawdown | -138887 | -81361 | -96120 | -2299012 | -1548953 | -1425281 |
Profit Factor | 1.3654 | 1.6869 | 1.0676 | 1.0238 | 1.1704 | 0.8874 |
Total Trades | 633 | 316 | 317 | 633 | 316 | 317 |
Winning Trades | 310 | 151 | 159 | 310 | 151 | 159 |
Losing Trades | 323 | 165 | 158 | 323 | 165 | 158 |
Profitability (%) | 48.9731 | 47.7848 | 50.1577 | 48.9731 | 47.7848 | 50.1577 |
Ratio Avg Win / Avg Loss | 1.4227 | 1.8433 | 1.0609 | 1.0668 | 1.2789 | 0.8818 |
Largest Winning Trade | 307909 | 307909 | 35589 | 852101 | 852101 | 715957 |
Largest Losing Trade | -22100 | -15470 | -22100 | -501581 | -310583 | -501581 |
Avg Bars in Trades | 31 | 27 | 35 | 31 | 27 | 35 |
Avg Bars in Winners | 39 | 32 | 46 | 39 | 32 | 46 |
Avg Bars in Losers | 24 | 23 | 24 | 24 | 23 | 24 |
Bars Traded | 20119 | 8727 | 11391 | 20119 | 8727 | 11391 |
Profit Streak | 0 | 5.9336 | 0 | 0 | 5.9336 | 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 | 331372 | 348342 | -468835 | -264739 | -24190 | -579655 |
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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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