Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 452297.3079 | 429273.3927 | 23023.9152 | 220484.1979 | 406093.0331 | -185608.8352 |
Total P&L (%) | 452.2973 | 429.2734 | 23.0239 | 220.4842 | 406.093 | -185.6088 |
Avg Daily Profit (%) | 0.2449 | 0.2324 | 0.0125 | 0.0631 | 0.0878 | 0 |
Buy And Hold Return (%) | 32.761 | 32.761 | 32.761 | 32.761 | 32.761 | 32.761 |
Max Trade Drawdown | -83784 | -81069 | -164246 | -498408 | -319093 | -570945 |
Profit Factor | 1.4356 | 1.8308 | 1.0441 | 1.0606 | 1.2235 | 0.8982 |
Total Trades | 355 | 178 | 177 | 355 | 178 | 177 |
Winning Trades | 157 | 72 | 85 | 157 | 72 | 85 |
Losing Trades | 198 | 106 | 92 | 198 | 106 | 92 |
Profitability (%) | 44.2254 | 40.4494 | 48.0226 | 44.2254 | 40.4494 | 48.0226 |
Ratio Avg Win / Avg Loss | 1.8105 | 2.6954 | 1.1301 | 1.3375 | 1.8013 | 0.9722 |
Largest Winning Trade | 201898 | 201898 | 45197 | 440122 | 440122 | 149187 |
Largest Losing Trade | -29100 | -25755 | -29100 | -144570 | -144570 | -129683 |
Avg Bars in Trades | 60 | 58 | 63 | 60 | 58 | 63 |
Avg Bars in Winners | 91 | 86 | 96 | 91 | 86 | 96 |
Avg Bars in Losers | 35 | 39 | 32 | 35 | 39 | 32 |
Bars Traded | 21554 | 10363 | 11191 | 21554 | 10363 | 11191 |
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 | 346992 | 289237 | -514333 | -263185 | -78312 | -581175 |
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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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