Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 718897.5657 | 683292.2569 | 35605.3089 | 517033.1483 | 1212699.705 | -695666.5567 |
Total P&L (%) | 718.8976 | 683.2923 | 35.6053 | 517.0331 | 1212.6997 | -695.6666 |
Avg Daily Profit (%) | 0.3188 | 0.303 | 0.0158 | 0.0807 | 0.1143 | 0 |
Buy And Hold Return (%) | 182.4597 | 182.4597 | 182.4597 | 182.4597 | 182.4597 | 182.4597 |
Max Trade Drawdown | -148520 | -76550 | -226022 | -1060497 | -660739 | -1241629 |
Profit Factor | 1.4681 | 2.1056 | 1.0388 | 1.084 | 1.4781 | 0.8079 |
Total Trades | 297 | 149 | 148 | 297 | 149 | 148 |
Winning Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Losing Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Profitability (%) | 51.8519 | 51.6779 | 52.027 | 51.8519 | 51.6779 | 52.027 |
Ratio Avg Win / Avg Loss | 1.3632 | 1.9689 | 0.9578 | 1.0065 | 1.3822 | 0.745 |
Largest Winning Trade | 100356 | 100356 | 58583 | 447162 | 447162 | 219450 |
Largest Losing Trade | -74270 | -34220 | -74270 | -497901 | -246234 | -497901 |
Avg Bars in Trades | 44 | 32 | 56 | 44 | 32 | 56 |
Avg Bars in Winners | 47 | 33 | 60 | 47 | 33 | 60 |
Avg Bars in Losers | 41 | 31 | 51 | 41 | 31 | 51 |
Bars Traded | 13167 | 4866 | 8300 | 13167 | 4866 | 8300 |
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 | 348555 | 379126 | -516952 | -214376 | -39061 | -580677 |
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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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