Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 474068.8937 | 468468.104 | 5600.7897 | 59631.9955 | 136558.7698 | -76926.7743 |
Total P&L (%) | 474.0689 | 468.4681 | 5.6008 | 59.632 | 136.5588 | -76.9268 |
Avg Daily Profit (%) | 0.2276 | 0.2249 | 0.0027 | 0.0225 | 0.0413 | -0.0704 |
Buy And Hold Return (%) | 72.2546 | 72.2546 | 72.2546 | 72.2546 | 72.2546 | 72.2546 |
Max Trade Drawdown | -174016 | -59365 | -194503 | -150396 | -83887 | -210938 |
Profit Factor | 1.3025 | 1.6579 | 1.0065 | 1.0299 | 1.1471 | 0.9279 |
Total Trades | 489 | 245 | 244 | 489 | 245 | 244 |
Winning Trades | 222 | 107 | 115 | 222 | 107 | 115 |
Losing Trades | 267 | 138 | 129 | 267 | 138 | 129 |
Profitability (%) | 45.3988 | 43.6735 | 47.1311 | 45.3988 | 43.6735 | 47.1311 |
Ratio Avg Win / Avg Loss | 1.5665 | 2.1382 | 1.1291 | 1.2386 | 1.4794 | 1.0409 |
Largest Winning Trade | 294489 | 294489 | 31640 | 83847 | 83847 | 40040 |
Largest Losing Trade | -49318 | -41966 | -49318 | -111727 | -49965 | -111727 |
Avg Bars in Trades | 50 | 54 | 47 | 50 | 54 | 47 |
Avg Bars in Winners | 63 | 66 | 60 | 63 | 66 | 60 |
Avg Bars in Losers | 39 | 44 | 35 | 39 | 44 | 35 |
Bars Traded | 24798 | 13292 | 11506 | 24798 | 13292 | 11506 |
Profit Streak | 14.1756 | 14.1756 | 35.8422 | 14.1756 | 14.1756 | 35.8422 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382157 | 341640 | -567727 | -514462 | -205217 | -578514 |
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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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