Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 439712.0191 | 462898.7832 | -23186.764 | 7178.0076 | 1154497.6959 | -1147319.6883 |
Total P&L (%) | 439.712 | 462.8988 | -23.1868 | 7.178 | 1154.4977 | -1147.3197 |
Avg Daily Profit (%) | 0.2111 | 0.2222 | -0.0111 | 0.0033 | 0.1215 | 0 |
Buy And Hold Return (%) | 54.8961 | 54.8961 | 54.8961 | 54.8961 | 54.8961 | 54.8961 |
Max Trade Drawdown | -158835 | -116638 | -178614 | -1269803 | -693047 | -1583157 |
Profit Factor | 1.3592 | 1.8054 | 0.9643 | 1.0013 | 1.4911 | 0.6503 |
Total Trades | 620 | 310 | 310 | 620 | 310 | 310 |
Winning Trades | 289 | 153 | 136 | 289 | 153 | 136 |
Losing Trades | 331 | 157 | 174 | 331 | 157 | 174 |
Profitability (%) | 46.6129 | 49.3548 | 43.871 | 46.6129 | 49.3548 | 43.871 |
Ratio Avg Win / Avg Loss | 1.5567 | 1.8526 | 1.2337 | 1.1468 | 1.5301 | 0.8319 |
Largest Winning Trade | 270219 | 270219 | 50431 | 594771 | 594771 | 259922 |
Largest Losing Trade | -55334 | -37624 | -55334 | -754380 | -203331 | -754380 |
Avg Bars in Trades | 39 | 37 | 41 | 39 | 37 | 41 |
Avg Bars in Winners | 51 | 47 | 57 | 51 | 47 | 57 |
Avg Bars in Losers | 28 | 27 | 29 | 28 | 27 | 29 |
Bars Traded | 24445 | 11498 | 12947 | 24445 | 11498 | 12947 |
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 | 403000 | 433817 | -580429 | -571349 | -27217 | -582095 |
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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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