Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 203062.4392 | 149949.2845 | 53113.1548 | 234495.8968 | 236536.4841 | -2040.5872 |
Total P&L (%) | 203.0624 | 149.9493 | 53.1132 | 234.4959 | 236.5365 | -2.0406 |
Avg Daily Profit (%) | 0.3899 | 0.2879 | 0.102 | 0.2321 | 0.2333 | -0.004 |
Buy And Hold Return (%) | 12.3504 | 12.3504 | 12.3504 | 12.3504 | 12.3504 | 12.3504 |
Max Trade Drawdown | -94110 | -83327 | -38502 | -490419 | -397077 | -224239 |
Profit Factor | 1.2462 | 1.3798 | 1.1236 | 1.0904 | 1.1836 | 0.9984 |
Total Trades | 557 | 278 | 279 | 557 | 278 | 279 |
Winning Trades | 268 | 122 | 146 | 268 | 122 | 146 |
Losing Trades | 289 | 156 | 133 | 289 | 156 | 133 |
Profitability (%) | 48.1149 | 43.8849 | 52.3297 | 48.1149 | 43.8849 | 52.3297 |
Ratio Avg Win / Avg Loss | 1.3439 | 1.7643 | 1.0235 | 1.1759 | 1.5134 | 0.9095 |
Largest Winning Trade | 42516 | 42516 | 32086 | 153158 | 153158 | 123781 |
Largest Losing Trade | -21974 | -15211 | -21974 | -113661 | -61904 | -113661 |
Avg Bars in Trades | 44 | 44 | 43 | 44 | 44 | 43 |
Avg Bars in Winners | 47 | 52 | 43 | 47 | 52 | 43 |
Avg Bars in Losers | 41 | 38 | 44 | 41 | 38 | 44 |
Bars Traded | 24771 | 12498 | 12273 | 24771 | 12498 | 12273 |
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 | 381878 | 288232 | -142749 | -111530 | -11635 | -580140 |
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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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