Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 688610.9991 | 741031.8177 | -52420.8186 | 4652.6081 | 19916.617 | -15264.0089 |
Total P&L (%) | 688.611 | 741.0318 | -52.4208 | 4.6526 | 19.9166 | -15.264 |
Avg Daily Profit (%) | 0.3857 | 0.4151 | -0.0294 | 0.0025 | 0.0102 | -0.0093 |
Buy And Hold Return (%) | 289.4122 | 289.4122 | 289.4122 | 289.4122 | 289.4122 | 289.4122 |
Max Trade Drawdown | -254592 | -167936 | -230631 | -1094773 | -934086 | -601690 |
Profit Factor | 1.3891 | 1.8114 | 0.9388 | 1.001 | 1.0079 | 0.9921 |
Total Trades | 497 | 249 | 248 | 497 | 249 | 248 |
Winning Trades | 235 | 115 | 120 | 235 | 115 | 120 |
Losing Trades | 262 | 134 | 128 | 262 | 134 | 128 |
Profitability (%) | 47.2837 | 46.1847 | 48.3871 | 47.2837 | 46.1847 | 48.3871 |
Ratio Avg Win / Avg Loss | 1.5487 | 2.1107 | 1.0014 | 1.1161 | 1.1745 | 1.0582 |
Largest Winning Trade | 438825 | 438825 | 28762 | 331465 | 331465 | 197524 |
Largest Losing Trade | -41637 | -37991 | -41637 | -441538 | -441538 | -166932 |
Avg Bars in Trades | 13 | 15 | 12 | 13 | 15 | 12 |
Avg Bars in Winners | 16 | 17 | 15 | 16 | 17 | 15 |
Avg Bars in Losers | 11 | 13 | 9 | 11 | 13 | 9 |
Bars Traded | 6956 | 3835 | 3121 | 6956 | 3835 | 3121 |
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 | 317632 | 336669 | -578718 | -572745 | -557282 | -578718 |
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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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