Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 415476.3672 | 400593.6992 | 14882.668 | 93293.0745 | 398684.5824 | -305391.5079 |
Total P&L (%) | 415.4764 | 400.5937 | 14.8827 | 93.2931 | 398.6846 | -305.3915 |
Avg Daily Profit (%) | 0.1995 | 0.1923 | 0.0071 | 0.0316 | 0.0772 | 0 |
Buy And Hold Return (%) | 65.6479 | 65.6479 | 65.6479 | 65.6479 | 65.6479 | 65.6479 |
Max Trade Drawdown | -115431 | -72799 | -120675 | -407868 | -173317 | -453115 |
Profit Factor | 1.3108 | 1.6337 | 1.0211 | 1.0329 | 1.3253 | 0.8098 |
Total Trades | 462 | 231 | 231 | 462 | 231 | 231 |
Winning Trades | 222 | 103 | 119 | 222 | 103 | 119 |
Losing Trades | 240 | 128 | 112 | 240 | 128 | 112 |
Profitability (%) | 48.0519 | 44.5887 | 51.5152 | 48.0519 | 44.5887 | 51.5152 |
Ratio Avg Win / Avg Loss | 1.4171 | 2.0302 | 0.9611 | 1.1167 | 1.647 | 0.7622 |
Largest Winning Trade | 133331 | 133331 | 36264 | 197386 | 197386 | 100412 |
Largest Losing Trade | -63984 | -25901 | -63984 | -327639 | -56775 | -327639 |
Avg Bars in Trades | 53 | 51 | 54 | 53 | 51 | 54 |
Avg Bars in Winners | 62 | 62 | 62 | 62 | 62 | 62 |
Avg Bars in Losers | 44 | 43 | 45 | 44 | 43 | 45 |
Bars Traded | 24528 | 11972 | 12556 | 24528 | 11972 | 12556 |
Profit Streak | 0 | 15.4041 | 0 | 0 | 15.4041 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323135 | 330550 | -547167 | -368002 | -90042 | -579928 |
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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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