Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 748336.818 | 683655.3901 | 64681.4278 | 707705.2593 | 826633.6466 | -118928.3872 |
Total P&L (%) | 748.3368 | 683.6554 | 64.6814 | 707.7053 | 826.6336 | -118.9284 |
Avg Daily Profit (%) | 0.2985 | 0.2727 | 0.0258 | 0.0834 | 0.0888 | 0 |
Buy And Hold Return (%) | 133.5673 | 133.5673 | 133.5673 | 133.5673 | 133.5673 | 133.5673 |
Max Trade Drawdown | -112508 | -69107 | -184399 | -574500 | -385425 | -547060 |
Profit Factor | 1.495 | 1.9328 | 1.083 | 1.222 | 1.5333 | 0.9274 |
Total Trades | 443 | 221 | 222 | 443 | 221 | 222 |
Winning Trades | 217 | 101 | 116 | 217 | 101 | 116 |
Losing Trades | 226 | 120 | 106 | 226 | 120 | 106 |
Profitability (%) | 48.9842 | 45.7014 | 52.2523 | 48.9842 | 45.7014 | 52.2523 |
Ratio Avg Win / Avg Loss | 1.557 | 2.2964 | 0.9897 | 1.2726 | 1.8218 | 0.8475 |
Largest Winning Trade | 396637 | 396637 | 25889 | 716621 | 716621 | 86356 |
Largest Losing Trade | -51540 | -41656 | -51540 | -160069 | -109633 | -160069 |
Avg Bars in Trades | 11 | 11 | 11 | 11 | 11 | 11 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 4982 | 2488 | 2494 | 4982 | 2488 | 2494 |
Profit Streak | 19.2627 | 0 | 23.7627 | 19.2627 | 0 | 23.7627 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 471286 | 370168 | -453311 | -80011 | -72641 | -579056 |
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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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