Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 227170.6681 | 201200.0356 | 25970.6325 | 157670.1335 | 193344.5586 | -35674.4251 |
Total P&L (%) | 227.1707 | 201.2 | 25.9706 | 157.6701 | 193.3446 | -35.6744 |
Avg Daily Profit (%) | 0.2181 | 0.1932 | 0.0249 | 0.0909 | 0.1034 | -0.0423 |
Buy And Hold Return (%) | 49.5354 | 49.5354 | 49.5354 | 49.5354 | 49.5354 | 49.5354 |
Max Trade Drawdown | -116637 | -103029 | -32184 | -431859 | -329708 | -162206 |
Profit Factor | 1.2466 | 1.2932 | 1.1104 | 1.0747 | 1.1237 | 0.9351 |
Total Trades | 509 | 254 | 255 | 509 | 254 | 255 |
Winning Trades | 282 | 136 | 146 | 282 | 136 | 146 |
Losing Trades | 227 | 118 | 109 | 227 | 118 | 109 |
Profitability (%) | 55.4028 | 53.5433 | 57.2549 | 55.4028 | 53.5433 | 57.2549 |
Ratio Avg Win / Avg Loss | 1.0034 | 1.1221 | 0.829 | 0.8651 | 0.975 | 0.6981 |
Largest Winning Trade | 51106 | 51106 | 7131 | 165363 | 165363 | 15144 |
Largest Losing Trade | -33529 | -33529 | -11317 | -144872 | -144872 | -58516 |
Avg Bars in Trades | 48 | 89 | 8 | 48 | 89 | 8 |
Avg Bars in Winners | 34 | 62 | 7 | 34 | 62 | 7 |
Avg Bars in Losers | 66 | 119 | 9 | 66 | 119 | 9 |
Bars Traded | 24857 | 22648 | 2209 | 24857 | 22648 | 2209 |
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 | 330906 | 240136 | -424076 | -211260 | -142158 | -578781 |
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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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