Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 264514.4554 | 201771.4756 | 62742.9798 | 538355.0094 | 414426.5682 | 123928.4411 |
Total P&L (%) | 264.5145 | 201.7715 | 62.743 | 538.355 | 414.4266 | 123.9284 |
Avg Daily Profit (%) | 0.5079 | 0.3874 | 0.1205 | 0.3566 | 0.315 | 0.1549 |
Buy And Hold Return (%) | 79.7119 | 79.7119 | 79.7119 | 79.7119 | 79.7119 | 79.7119 |
Max Trade Drawdown | -74924 | -64509 | -43987 | -190551 | -163148 | -154415 |
Profit Factor | 1.3658 | 1.5759 | 1.1683 | 1.3225 | 1.543 | 1.1368 |
Total Trades | 585 | 292 | 293 | 585 | 292 | 293 |
Winning Trades | 278 | 136 | 142 | 278 | 136 | 142 |
Losing Trades | 307 | 156 | 151 | 307 | 156 | 151 |
Profitability (%) | 47.5214 | 46.5753 | 48.4642 | 47.5214 | 46.5753 | 48.4642 |
Ratio Avg Win / Avg Loss | 1.5082 | 1.8077 | 1.2423 | 1.4605 | 1.7699 | 1.2089 |
Largest Winning Trade | 72399 | 72399 | 19198 | 103568 | 103568 | 74429 |
Largest Losing Trade | -13773 | -12681 | -13773 | -81599 | -27629 | -81599 |
Avg Bars in Trades | 42 | 41 | 42 | 42 | 41 | 42 |
Avg Bars in Winners | 54 | 52 | 55 | 54 | 52 | 55 |
Avg Bars in Losers | 31 | 31 | 31 | 31 | 31 | 31 |
Bars Traded | 24677 | 12150 | 12526 | 24677 | 12150 | 12526 |
Profit Streak | 0 | 0.7745 | 0 | 0 | 0.7745 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379617 | 174079 | -233569 | 394452 | 228314 | -72838 |
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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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