Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 459812.3059 | 459727.7472 | 84.5586 | 170842.4344 | 318314.9706 | -147472.5362 |
Total P&L (%) | 459.8123 | 459.7277 | 0.0846 | 170.8424 | 318.315 | -147.4725 |
Avg Daily Profit (%) | 0.2842 | 0.2841 | 0.0001 | 0.0616 | 0.0885 | 0 |
Buy And Hold Return (%) | 27.277 | 27.277 | 27.277 | 27.277 | 27.277 | 27.277 |
Max Trade Drawdown | -128948 | -134175 | -164900 | -559005 | -345342 | -457566 |
Profit Factor | 1.3276 | 1.6822 | 1.0001 | 1.0476 | 1.169 | 0.9135 |
Total Trades | 380 | 190 | 190 | 380 | 190 | 190 |
Winning Trades | 201 | 107 | 94 | 201 | 107 | 94 |
Losing Trades | 179 | 83 | 96 | 179 | 83 | 96 |
Profitability (%) | 52.8947 | 56.3158 | 49.4737 | 52.8947 | 56.3158 | 49.4737 |
Ratio Avg Win / Avg Loss | 1.1823 | 1.3049 | 1.0214 | 0.9329 | 0.9068 | 0.933 |
Largest Winning Trade | 112286 | 112286 | 74049 | 306066 | 306066 | 165069 |
Largest Losing Trade | -43935 | -43935 | -37406 | -213922 | -160239 | -213922 |
Avg Bars in Trades | 50 | 44 | 55 | 50 | 44 | 55 |
Avg Bars in Winners | 48 | 40 | 57 | 48 | 40 | 57 |
Avg Bars in Losers | 52 | 49 | 54 | 52 | 49 | 54 |
Bars Traded | 19098 | 8487 | 10611 | 19098 | 8487 | 10611 |
Profit Streak | 0 | 0 | 507.5203 | 0 | 0 | 507.5203 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 394375 | 420267 | -577719 | -278634 | -109880 | -579583 |
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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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