Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 471436.7752 | 358929.4265 | 112507.3487 | 1214326.1582 | 1099232.2015 | 115093.9567 |
Total P&L (%) | 471.4368 | 358.9294 | 112.5073 | 1214.3262 | 1099.2322 | 115.094 |
Avg Daily Profit (%) | 0.385 | 0.2931 | 0.0919 | 0.2106 | 0.2031 | 0.0626 |
Buy And Hold Return (%) | 47.7433 | 47.7433 | 47.7433 | 47.7433 | 47.7433 | 47.7433 |
Max Trade Drawdown | -102842 | -71652 | -98824 | -3490357 | -2142455 | -3272294 |
Profit Factor | 1.3944 | 1.6043 | 1.1871 | 1.0458 | 1.0841 | 1.0086 |
Total Trades | 484 | 242 | 242 | 484 | 242 | 242 |
Winning Trades | 241 | 119 | 122 | 241 | 119 | 122 |
Losing Trades | 243 | 123 | 120 | 243 | 123 | 120 |
Profitability (%) | 49.7934 | 49.1736 | 50.4132 | 49.7934 | 49.1736 | 50.4132 |
Ratio Avg Win / Avg Loss | 1.406 | 1.6582 | 1.1676 | 1.0545 | 1.1205 | 0.992 |
Largest Winning Trade | 138265 | 138265 | 37827 | 942207 | 942207 | 811029 |
Largest Losing Trade | -22769 | -20497 | -22769 | -595975 | -588995 | -595975 |
Avg Bars in Trades | 7 | 7 | 7 | 7 | 7 | 7 |
Avg Bars in Winners | 9 | 9 | 8 | 9 | 9 | 8 |
Avg Bars in Losers | 5 | 5 | 5 | 5 | 5 | 5 |
Bars Traded | 3532 | 1819 | 1713 | 3532 | 1819 | 1713 |
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 | 453217 | 436330 | -88495 | -159324 | -119321 | -325287 |
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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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