Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 433949.8784 | 426412.6322 | 7537.2462 | 71918.2868 | 174698.5083 | -102780.2215 |
Total P&L (%) | 433.9499 | 426.4126 | 7.5372 | 71.9183 | 174.6985 | -102.7802 |
Avg Daily Profit (%) | 0.1734 | 0.1704 | 0.003 | 0.0217 | 0.0404 | 0 |
Buy And Hold Return (%) | 10.3466 | 10.3466 | 10.3466 | 10.3466 | 10.3466 | 10.3466 |
Max Trade Drawdown | -169294 | -89151 | -111157 | -467325 | -319650 | -276353 |
Profit Factor | 1.2606 | 1.5364 | 1.0087 | 1.0203 | 1.0961 | 0.9401 |
Total Trades | 454 | 227 | 227 | 454 | 227 | 227 |
Winning Trades | 231 | 118 | 113 | 231 | 118 | 113 |
Losing Trades | 223 | 109 | 114 | 223 | 109 | 114 |
Profitability (%) | 50.8811 | 51.9824 | 49.7797 | 50.8811 | 51.9824 | 49.7797 |
Ratio Avg Win / Avg Loss | 1.2169 | 1.4193 | 1.0176 | 0.985 | 1.0125 | 0.9485 |
Largest Winning Trade | 124745 | 124745 | 46280 | 228249 | 228249 | 72116 |
Largest Losing Trade | -49218 | -31412 | -49218 | -112767 | -93710 | -112767 |
Avg Bars in Trades | 16 | 14 | 18 | 16 | 14 | 18 |
Avg Bars in Winners | 19 | 18 | 21 | 19 | 18 | 21 |
Avg Bars in Losers | 12 | 10 | 15 | 12 | 10 | 15 |
Bars Traded | 7415 | 3295 | 4120 | 7415 | 3295 | 4120 |
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 | 360054 | 362300 | -564743 | -361019 | -252618 | -579953 |
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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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