Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 740030.2572 | 653749.9265 | 86280.3307 | 4560814.9536 | 4291018.3265 | 269796.6271 |
Total P&L (%) | 740.0303 | 653.7499 | 86.2803 | 4560.815 | 4291.0183 | 269.7966 |
Avg Daily Profit (%) | 0.2958 | 0.2613 | 0.0345 | 0.1537 | 0.1513 | 0.0523 |
Buy And Hold Return (%) | 649.8294 | 649.8294 | 649.8294 | 649.8294 | 649.8294 | 649.8294 |
Max Trade Drawdown | -124399 | -91061 | -65840 | -1103781 | -738629 | -1021607 |
Profit Factor | 1.5667 | 1.8536 | 1.1598 | 1.5594 | 1.9987 | 1.07 |
Total Trades | 501 | 250 | 251 | 501 | 250 | 251 |
Winning Trades | 228 | 103 | 125 | 228 | 103 | 125 |
Losing Trades | 273 | 147 | 126 | 273 | 147 | 126 |
Profitability (%) | 45.509 | 41.2 | 49.8008 | 45.509 | 41.2 | 49.8008 |
Ratio Avg Win / Avg Loss | 1.876 | 2.6454 | 1.1691 | 1.8672 | 2.8525 | 1.0785 |
Largest Winning Trade | 132961 | 132961 | 40516 | 1460944 | 1460944 | 471211 |
Largest Losing Trade | -23949 | -23949 | -23432 | -443654 | -443654 | -436757 |
Avg Bars in Trades | 14 | 22 | 7 | 14 | 22 | 7 |
Avg Bars in Winners | 18 | 30 | 8 | 18 | 30 | 8 |
Avg Bars in Losers | 11 | 16 | 6 | 11 | 16 | 6 |
Bars Traded | 7463 | 5566 | 1897 | 7463 | 5566 | 1897 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -109762 | -154213 | -356371 | 416569 | 315458 | -431477 |
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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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