Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 431278.7342 | 413177.2536 | 18101.4806 | 52683.0484 | 1256652.2171 | -1203969.1687 |
Total P&L (%) | 431.2787 | 413.1773 | 18.1015 | 52.683 | 1256.6522 | -1203.9692 |
Avg Daily Profit (%) | 0.1724 | 0.1652 | 0.0072 | 0.0169 | 0.1043 | 0 |
Buy And Hold Return (%) | 19.4383 | 19.4383 | 19.4383 | 19.4383 | 19.4383 | 19.4383 |
Max Trade Drawdown | -287205 | -168850 | -201493 | -1872123 | -762146 | -1612700 |
Profit Factor | 1.2078 | 1.4411 | 1.0159 | 1.0094 | 1.6127 | 0.6602 |
Total Trades | 542 | 271 | 271 | 542 | 271 | 271 |
Winning Trades | 279 | 146 | 133 | 279 | 146 | 133 |
Losing Trades | 263 | 125 | 138 | 263 | 125 | 138 |
Profitability (%) | 51.476 | 53.8745 | 49.0775 | 51.476 | 53.8745 | 49.0775 |
Ratio Avg Win / Avg Loss | 1.1385 | 1.2338 | 1.0541 | 0.9515 | 1.3807 | 0.685 |
Largest Winning Trade | 60112 | 60112 | 38662 | 492895 | 492895 | 309926 |
Largest Losing Trade | -54320 | -27045 | -54320 | -889495 | -297229 | -889495 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 7435 | 3716 | 3719 | 7435 | 3716 | 3719 |
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 | 367448 | 356822 | -551195 | -382149 | -49735 | -579996 |
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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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