Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 528661.3236 | 508512.5947 | 20148.7289 | -9339.9989 | 643162.1841 | -652502.1829 |
Total P&L (%) | 528.6613 | 508.5126 | 20.1487 | -9.34 | 643.1622 | -652.5022 |
Avg Daily Profit (%) | 0.2747 | 0.2643 | 0.0105 | -0.0051 | 0.1043 | 0 |
Buy And Hold Return (%) | 56.1719 | 56.1719 | 56.1719 | 56.1719 | 56.1719 | 56.1719 |
Max Trade Drawdown | -165084 | -57035 | -224029 | -495983 | -114188 | -757670 |
Profit Factor | 1.2739 | 1.6828 | 1.017 | 0.9967 | 1.6999 | 0.6651 |
Total Trades | 468 | 234 | 234 | 468 | 234 | 234 |
Winning Trades | 227 | 119 | 108 | 227 | 119 | 108 |
Losing Trades | 241 | 115 | 126 | 241 | 115 | 126 |
Profitability (%) | 48.5043 | 50.8547 | 46.1538 | 48.5043 | 50.8547 | 46.1538 |
Ratio Avg Win / Avg Loss | 1.3525 | 1.6262 | 1.1865 | 1.0582 | 1.6428 | 0.7759 |
Largest Winning Trade | 75963 | 75963 | 40440 | 195145 | 195145 | 108751 |
Largest Losing Trade | -89665 | -22763 | -89665 | -172863 | -43852 | -172863 |
Avg Bars in Trades | 12 | 9 | 14 | 12 | 9 | 14 |
Avg Bars in Winners | 14 | 11 | 18 | 14 | 11 | 18 |
Avg Bars in Losers | 10 | 8 | 11 | 10 | 8 | 11 |
Bars Traded | 5742 | 2309 | 3433 | 5742 | 2309 | 3433 |
Profit Streak | 3.5442 | 20.8776 | 0 | 3.5442 | 20.8776 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363668 | 499979 | -547002 | -577610 | -48008 | -581326 |
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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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