Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 448509.0522 | 418211.5035 | 30297.5487 | 136319.8234 | 612874.911 | -476555.0876 |
Total P&L (%) | 448.5091 | 418.2115 | 30.2975 | 136.3198 | 612.8749 | -476.5551 |
Avg Daily Profit (%) | 0.2153 | 0.2007 | 0.0145 | 0.0413 | 0.0943 | 0 |
Buy And Hold Return (%) | 47.2299 | 47.2299 | 47.2299 | 47.2299 | 47.2299 | 47.2299 |
Max Trade Drawdown | -196693 | -80316 | -134186 | -3579457 | -1669415 | -2673124 |
Profit Factor | 1.35 | 1.6407 | 1.0482 | 1.0106 | 1.0928 | 0.9238 |
Total Trades | 446 | 223 | 223 | 446 | 223 | 223 |
Winning Trades | 192 | 83 | 109 | 192 | 83 | 109 |
Losing Trades | 254 | 140 | 114 | 254 | 140 | 114 |
Profitability (%) | 43.0493 | 37.2197 | 48.8789 | 43.0493 | 37.2197 | 48.8789 |
Ratio Avg Win / Avg Loss | 1.786 | 2.7674 | 1.0963 | 1.3369 | 1.8433 | 0.9662 |
Largest Winning Trade | 181069 | 181069 | 30332 | 1447756 | 1447756 | 755792 |
Largest Losing Trade | -48693 | -25593 | -48693 | -1384796 | -843300 | -1384796 |
Avg Bars in Trades | 55 | 53 | 57 | 55 | 53 | 57 |
Avg Bars in Winners | 74 | 77 | 73 | 74 | 77 | 73 |
Avg Bars in Losers | 40 | 39 | 42 | 40 | 39 | 42 |
Bars Traded | 24762 | 11968 | 12794 | 24762 | 11968 | 12794 |
Profit Streak | 0 | 0 | 22.1274 | 0 | 0 | 22.1274 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319695 | 229523 | -505975 | -350202 | -188290 | -580053 |
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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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