Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 307567.5455 | 279179.8579 | 28387.6877 | 115403.5172 | 749178.5531 | -633775.0359 |
Total P&L (%) | 307.5675 | 279.1799 | 28.3877 | 115.4035 | 749.1786 | -633.775 |
Avg Daily Profit (%) | 0.2511 | 0.2279 | 0.0232 | 0.0627 | 0.1748 | 0 |
Buy And Hold Return (%) | 51.9158 | 51.9158 | 51.9158 | 51.9158 | 51.9158 | 51.9158 |
Max Trade Drawdown | -117077 | -83727 | -103088 | -1426181 | -775063 | -914806 |
Profit Factor | 1.1641 | 1.3264 | 1.0279 | 1.0118 | 1.165 | 0.8784 |
Total Trades | 891 | 445 | 446 | 891 | 445 | 446 |
Winning Trades | 461 | 219 | 242 | 461 | 219 | 242 |
Losing Trades | 430 | 226 | 204 | 430 | 226 | 204 |
Profitability (%) | 51.7396 | 49.2135 | 54.2601 | 51.7396 | 49.2135 | 54.2601 |
Ratio Avg Win / Avg Loss | 1.0859 | 1.3688 | 0.8665 | 0.9438 | 1.2023 | 0.7404 |
Largest Winning Trade | 38295 | 38295 | 27014 | 438149 | 438149 | 122366 |
Largest Losing Trade | -59917 | -21628 | -59917 | -335303 | -335303 | -282765 |
Avg Bars in Trades | 5 | 5 | 5 | 5 | 5 | 5 |
Avg Bars in Winners | 5 | 5 | 5 | 5 | 5 | 5 |
Avg Bars in Losers | 5 | 5 | 4 | 5 | 5 | 4 |
Bars Traded | 4716 | 2444 | 2272 | 4716 | 2444 | 2272 |
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 | -27056 | 315558 | -516606 | -318244 | -29418 | -578172 |
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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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