Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 520125.6219 | 490720.9005 | 29404.7214 | 296539.4043 | 207623.215 | 88916.1893 |
Total P&L (%) | 520.1256 | 490.7209 | 29.4047 | 296.5394 | 207.6232 | 88.9162 |
Avg Daily Profit (%) | 0.3215 | 0.3033 | 0.0182 | 0.0852 | 0.0695 | 0.0393 |
Buy And Hold Return (%) | 24.7536 | 24.7536 | 24.7536 | 24.7536 | 24.7536 | 24.7536 |
Max Trade Drawdown | -136431 | -116303 | -172038 | -519630 | -405026 | -299227 |
Profit Factor | 1.3485 | 1.6927 | 1.0375 | 1.0877 | 1.1184 | 1.0546 |
Total Trades | 404 | 202 | 202 | 404 | 202 | 202 |
Winning Trades | 197 | 101 | 96 | 197 | 101 | 96 |
Losing Trades | 207 | 101 | 106 | 207 | 101 | 106 |
Profitability (%) | 48.7624 | 50 | 47.5248 | 48.7624 | 50 | 47.5248 |
Ratio Avg Win / Avg Loss | 1.4169 | 1.6927 | 1.1456 | 1.1429 | 1.1184 | 1.1644 |
Largest Winning Trade | 112286 | 112286 | 60288 | 258946 | 258946 | 108113 |
Largest Losing Trade | -51872 | -34798 | -51872 | -151355 | -110297 | -151355 |
Avg Bars in Trades | 47 | 38 | 56 | 47 | 38 | 56 |
Avg Bars in Winners | 50 | 40 | 59 | 50 | 40 | 59 |
Avg Bars in Losers | 44 | 36 | 52 | 44 | 36 | 52 |
Bars Traded | 19124 | 7795 | 11328 | 19124 | 7795 | 11328 |
Profit Streak | 0 | 0 | 506.7909 | 0 | 0 | 506.7909 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 399113 | 439671 | -454677 | -201695 | -189950 | -302946 |
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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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