Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 285030.5167 | 210898.3776 | 74132.1391 | 651665.2607 | 483515.2949 | 168149.9658 |
Total P&L (%) | 285.0305 | 210.8984 | 74.1321 | 651.6653 | 483.5153 | 168.15 |
Avg Daily Profit (%) | 0.5473 | 0.4049 | 0.1423 | 0.388 | 0.3392 | 0.1896 |
Buy And Hold Return (%) | 48.3064 | 48.3064 | 48.3064 | 48.3064 | 48.3064 | 48.3064 |
Max Trade Drawdown | -54560 | -43607 | -39535 | -305973 | -204487 | -238796 |
Profit Factor | 1.4017 | 1.5682 | 1.2191 | 1.2488 | 1.3579 | 1.1326 |
Total Trades | 544 | 272 | 272 | 544 | 272 | 272 |
Winning Trades | 196 | 93 | 103 | 196 | 93 | 103 |
Losing Trades | 348 | 179 | 169 | 348 | 179 | 169 |
Profitability (%) | 36.0294 | 34.1912 | 37.8676 | 36.0294 | 34.1912 | 37.8676 |
Ratio Avg Win / Avg Loss | 2.4888 | 3.0183 | 2.0003 | 2.2172 | 2.6135 | 1.8583 |
Largest Winning Trade | 94412 | 94412 | 20591 | 160822 | 160822 | 68853 |
Largest Losing Trade | -7965 | -7922 | -7965 | -49128 | -37598 | -49128 |
Avg Bars in Trades | 45 | 45 | 45 | 45 | 45 | 45 |
Avg Bars in Winners | 81 | 84 | 77 | 81 | 84 | 77 |
Avg Bars in Losers | 25 | 25 | 25 | 25 | 25 | 25 |
Bars Traded | 24857 | 12467 | 12390 | 24857 | 12467 | 12390 |
Profit Streak | 0 | 0 | 4.7722 | 0 | 0 | 4.7722 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306484 | 160560 | -16233 | 265234 | 162375 | -72639 |
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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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