Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 433758.5314 | 394363.2644 | 39395.2669 | 332640.0904 | 738664.329 | -406024.2386 |
Total P&L (%) | 433.7585 | 394.3633 | 39.3953 | 332.6401 | 738.6643 | -406.0242 |
Avg Daily Profit (%) | 0.3073 | 0.2794 | 0.0279 | 0.1038 | 0.1508 | 0 |
Buy And Hold Return (%) | 52.4651 | 52.4651 | 52.4651 | 52.4651 | 52.4651 | 52.4651 |
Max Trade Drawdown | -108333 | -69736 | -140986 | -844809 | -447292 | -660459 |
Profit Factor | 1.3002 | 1.5814 | 1.0514 | 1.0702 | 1.3268 | 0.8361 |
Total Trades | 564 | 282 | 282 | 564 | 282 | 282 |
Winning Trades | 281 | 143 | 138 | 281 | 143 | 138 |
Losing Trades | 283 | 139 | 144 | 283 | 139 | 144 |
Profitability (%) | 49.8227 | 50.7092 | 48.9362 | 49.8227 | 50.7092 | 48.9362 |
Ratio Avg Win / Avg Loss | 1.3094 | 1.5371 | 1.0971 | 1.0778 | 1.2897 | 0.8725 |
Largest Winning Trade | 144655 | 144655 | 54898 | 423944 | 423944 | 135651 |
Largest Losing Trade | -27611 | -24681 | -27611 | -240636 | -163142 | -240636 |
Avg Bars in Trades | 29 | 26 | 31 | 29 | 26 | 31 |
Avg Bars in Winners | 35 | 27 | 44 | 35 | 27 | 44 |
Avg Bars in Losers | 23 | 26 | 20 | 23 | 26 | 20 |
Bars Traded | 16548 | 7543 | 9005 | 16548 | 7543 | 9005 |
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 | 424045 | 450130 | -484868 | -194938 | 329553 | -580272 |
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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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