Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 468313.627 | 418654.3607 | 49659.2663 | 475343.7723 | 1016642.2415 | -541298.4693 |
Total P&L (%) | 468.3136 | 418.6544 | 49.6593 | 475.3438 | 1016.6422 | -541.2985 |
Avg Daily Profit (%) | 0.2744 | 0.2453 | 0.0291 | 0.1026 | 0.1415 | 0 |
Buy And Hold Return (%) | 140.5151 | 140.5151 | 140.5151 | 140.5151 | 140.5151 | 140.5151 |
Max Trade Drawdown | -96479 | -68175 | -74083 | -1720233 | -1025870 | -1309335 |
Profit Factor | 1.5063 | 1.9116 | 1.1066 | 1.0474 | 1.2066 | 0.8942 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Losing Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Profitability (%) | 50 | 50 | 50 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 1.5063 | 1.9116 | 1.1066 | 1.0474 | 1.2066 | 0.8942 |
Largest Winning Trade | 209447 | 209447 | 35588 | 779561 | 779561 | 350324 |
Largest Losing Trade | -33530 | -33530 | -29709 | -662378 | -662378 | -259906 |
Avg Bars in Trades | 29 | 27 | 31 | 29 | 27 | 31 |
Avg Bars in Winners | 28 | 25 | 30 | 28 | 25 | 30 |
Avg Bars in Losers | 30 | 30 | 31 | 30 | 30 | 31 |
Bars Traded | 6608 | 3131 | 3477 | 6608 | 3131 | 3477 |
Profit Streak | 0 | 41.8256 | 0 | 0 | 41.8256 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336512 | 342619 | -423270 | -225788 | -3234 | -581034 |
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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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