Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 595560.4796 | 579648.9274 | 15911.5521 | 365050.9099 | 490460.7759 | -125409.866 |
Total P&L (%) | 595.5605 | 579.6489 | 15.9116 | 365.0509 | 490.4608 | -125.4099 |
Avg Daily Profit (%) | 0.2859 | 0.2783 | 0.0076 | 0.0738 | 0.0853 | 0 |
Buy And Hold Return (%) | 75.0484 | 75.0484 | 75.0484 | 75.0484 | 75.0484 | 75.0484 |
Max Trade Drawdown | -152781 | -64342 | -267129 | -702388 | -457846 | -637663 |
Profit Factor | 1.3596 | 1.8256 | 1.0167 | 1.0594 | 1.1716 | 0.9618 |
Total Trades | 536 | 268 | 268 | 536 | 268 | 268 |
Winning Trades | 245 | 127 | 118 | 245 | 127 | 118 |
Losing Trades | 291 | 141 | 150 | 291 | 141 | 150 |
Profitability (%) | 45.709 | 47.3881 | 44.0299 | 45.709 | 47.3881 | 44.0299 |
Ratio Avg Win / Avg Loss | 1.6149 | 2.0269 | 1.2924 | 1.2583 | 1.3008 | 1.2227 |
Largest Winning Trade | 101313 | 101313 | 70522 | 288722 | 252096 | 288722 |
Largest Losing Trade | -67821 | -37461 | -67821 | -276488 | -167755 | -276488 |
Avg Bars in Trades | 46 | 26 | 65 | 46 | 26 | 65 |
Avg Bars in Winners | 64 | 29 | 101 | 64 | 29 | 101 |
Avg Bars in Losers | 30 | 24 | 36 | 30 | 24 | 36 |
Bars Traded | 24685 | 7218 | 17467 | 24685 | 7218 | 17467 |
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 | 412674 | 442034 | -552055 | -249881 | -111031 | -580586 |
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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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