Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 504412.9027 | 464545.8973 | 39867.0054 | 306590.8234 | 691772.3271 | -385181.5037 |
Total P&L (%) | 504.4129 | 464.5459 | 39.867 | 306.5908 | 691.7723 | -385.1815 |
Avg Daily Profit (%) | 0.2018 | 0.1859 | 0.016 | 0.0561 | 0.0828 | 0 |
Buy And Hold Return (%) | 15.2469 | 15.2469 | 15.2469 | 15.2469 | 15.2469 | 15.2469 |
Max Trade Drawdown | -128927 | -68473 | -113165 | -2099870 | -1162443 | -1192280 |
Profit Factor | 1.3553 | 1.7062 | 1.0523 | 1.0301 | 1.1425 | 0.9278 |
Total Trades | 433 | 217 | 216 | 433 | 217 | 216 |
Winning Trades | 194 | 91 | 103 | 194 | 91 | 103 |
Losing Trades | 239 | 126 | 113 | 239 | 126 | 113 |
Profitability (%) | 44.8037 | 41.9355 | 47.6852 | 44.8037 | 41.9355 | 47.6852 |
Ratio Avg Win / Avg Loss | 1.6697 | 2.3624 | 1.1545 | 1.269 | 1.5819 | 1.0179 |
Largest Winning Trade | 128549 | 128549 | 46574 | 664671 | 664671 | 311287 |
Largest Losing Trade | -39678 | -24150 | -39678 | -428424 | -418530 | -428424 |
Avg Bars in Trades | 33 | 30 | 37 | 33 | 30 | 37 |
Avg Bars in Winners | 46 | 46 | 45 | 46 | 46 | 45 |
Avg Bars in Losers | 24 | 18 | 30 | 24 | 18 | 30 |
Bars Traded | 14711 | 6567 | 8145 | 14711 | 6567 | 8145 |
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 | 353828 | 294388 | -338278 | -305163 | -147235 | -579436 |
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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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