Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 524569.5559 | 543883.2797 | -19313.7238 | 98962.3817 | 352368.0785 | -253405.6969 |
Total P&L (%) | 524.5696 | 543.8833 | -19.3137 | 98.9624 | 352.3681 | -253.4057 |
Avg Daily Profit (%) | 0.2518 | 0.2611 | -0.0093 | 0.033 | 0.0725 | 0 |
Buy And Hold Return (%) | 142.236 | 142.236 | 142.236 | 142.236 | 142.236 | 142.236 |
Max Trade Drawdown | -123877 | -108568 | -219309 | -708970 | -606621 | -458488 |
Profit Factor | 1.2961 | 1.6308 | 0.9788 | 1.0142 | 1.1003 | 0.9263 |
Total Trades | 407 | 203 | 204 | 407 | 203 | 204 |
Winning Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Losing Trades | 218 | 108 | 110 | 218 | 108 | 110 |
Profitability (%) | 46.4373 | 46.798 | 46.0784 | 46.4373 | 46.798 | 46.0784 |
Ratio Avg Win / Avg Loss | 1.495 | 1.854 | 1.1454 | 1.1699 | 1.2508 | 1.084 |
Largest Winning Trade | 154137 | 154137 | 66397 | 202084 | 172429 | 202084 |
Largest Losing Trade | -50850 | -31883 | -50850 | -276570 | -243109 | -276570 |
Avg Bars in Trades | 61 | 57 | 64 | 61 | 57 | 64 |
Avg Bars in Winners | 73 | 68 | 79 | 73 | 68 | 79 |
Avg Bars in Losers | 49 | 47 | 52 | 49 | 47 | 52 |
Bars Traded | 24838 | 11613 | 13225 | 24838 | 11613 | 13225 |
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 | 244181 | 307101 | -580124 | -518678 | -210835 | -580124 |
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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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