Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 642097.0278 | 555273.2094 | 86823.8185 | 906541.2066 | -79718.1026 | 986259.3092 |
Total P&L (%) | 642.097 | 555.2732 | 86.8238 | 906.5412 | -79.7181 | 986.2593 |
Avg Daily Profit (%) | 0.3083 | 0.2666 | 0.0417 | 0.1109 | -0.0766 | 0.1146 |
Buy And Hold Return (%) | 76.1905 | 76.1905 | 76.1905 | 76.1905 | 76.1905 | 76.1905 |
Max Trade Drawdown | -116811 | -88291 | -70824 | -2661640 | -2045128 | -917334 |
Profit Factor | 1.4561 | 1.7377 | 1.1325 | 1.0499 | 0.9918 | 1.1174 |
Total Trades | 443 | 221 | 222 | 443 | 221 | 222 |
Winning Trades | 205 | 100 | 105 | 205 | 100 | 105 |
Losing Trades | 238 | 121 | 117 | 238 | 121 | 117 |
Profitability (%) | 46.2754 | 45.2489 | 47.2973 | 46.2754 | 45.2489 | 47.2973 |
Ratio Avg Win / Avg Loss | 1.6905 | 2.1027 | 1.262 | 1.219 | 1.2001 | 1.2451 |
Largest Winning Trade | 174925 | 174925 | 34988 | 1076352 | 1076352 | 543074 |
Largest Losing Trade | -26050 | -25350 | -26050 | -558152 | -400496 | -558152 |
Avg Bars in Trades | 55 | 53 | 57 | 55 | 53 | 57 |
Avg Bars in Winners | 76 | 74 | 77 | 76 | 74 | 77 |
Avg Bars in Losers | 37 | 36 | 39 | 37 | 36 | 39 |
Bars Traded | 24635 | 11895 | 12740 | 24635 | 11895 | 12740 |
Profit Streak | 0 | 6.4157 | 0 | 0 | 6.4157 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 431239 | 408446 | -334781 | -209214 | -579666 | -131481 |
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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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