Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 282342.2711 | 276150.3436 | 6191.9275 | -9521.4003 | 492086.9696 | -501608.3699 |
Total P&L (%) | 282.3423 | 276.1503 | 6.1919 | -9.5214 | 492.087 | -501.6084 |
Avg Daily Profit (%) | 0.2 | 0.1956 | 0.0044 | -0.0071 | 0.126 | 0 |
Buy And Hold Return (%) | 12.3692 | 12.3692 | 12.3692 | 12.3692 | 12.3692 | 12.3692 |
Max Trade Drawdown | -152188 | -67653 | -187798 | -717612 | -525013 | -902589 |
Profit Factor | 1.1649 | 1.3506 | 1.0067 | 0.9985 | 1.1686 | 0.8599 |
Total Trades | 483 | 242 | 241 | 483 | 242 | 241 |
Winning Trades | 298 | 147 | 151 | 298 | 147 | 151 |
Losing Trades | 185 | 95 | 90 | 185 | 95 | 90 |
Profitability (%) | 61.6977 | 60.7438 | 62.6556 | 61.6977 | 60.7438 | 62.6556 |
Ratio Avg Win / Avg Loss | 0.7232 | 0.8728 | 0.6 | 0.6199 | 0.7552 | 0.5125 |
Largest Winning Trade | 39947 | 39947 | 26318 | 105790 | 102908 | 105790 |
Largest Losing Trade | -51828 | -36893 | -51828 | -357124 | -179908 | -357124 |
Avg Bars in Trades | 11 | 12 | 11 | 11 | 12 | 11 |
Avg Bars in Winners | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Losers | 16 | 17 | 16 | 16 | 17 | 16 |
Bars Traded | 5645 | 2926 | 2719 | 5645 | 2926 | 2719 |
Profit Streak | 0 | 0 | 490.4178 | 0 | 0 | 490.4178 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -28834 | 312870 | -563567 | -576459 | -59090 | -576782 |
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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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