Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 618209.722 | 623837.8118 | -5628.0898 | 178009.3616 | 557408.4668 | -379399.1052 |
Total P&L (%) | 618.2097 | 623.8378 | -5.6281 | 178.0094 | 557.4085 | -379.3991 |
Avg Daily Profit (%) | 0.2726 | 0.2751 | -0.0025 | 0.0451 | 0.0831 | 0 |
Buy And Hold Return (%) | 260.7595 | 260.7595 | 260.7595 | 260.7595 | 260.7595 | 260.7595 |
Max Trade Drawdown | -116495 | -84184 | -240254 | -1125723 | -734565 | -772528 |
Profit Factor | 1.4477 | 2.1446 | 0.9933 | 1.0273 | 1.1941 | 0.8958 |
Total Trades | 315 | 158 | 157 | 315 | 158 | 157 |
Winning Trades | 170 | 87 | 83 | 170 | 87 | 83 |
Losing Trades | 145 | 71 | 74 | 145 | 71 | 74 |
Profitability (%) | 53.9683 | 55.0633 | 52.8662 | 53.9683 | 55.0633 | 52.8662 |
Ratio Avg Win / Avg Loss | 1.2348 | 1.7502 | 0.8856 | 0.8763 | 0.9745 | 0.7987 |
Largest Winning Trade | 121730 | 121730 | 46162 | 414075 | 414075 | 243125 |
Largest Losing Trade | -70475 | -44595 | -70475 | -307473 | -278918 | -307473 |
Avg Bars in Trades | 41 | 34 | 49 | 41 | 34 | 49 |
Avg Bars in Winners | 42 | 34 | 50 | 42 | 34 | 50 |
Avg Bars in Losers | 41 | 34 | 48 | 41 | 34 | 48 |
Bars Traded | 13180 | 5431 | 7750 | 13180 | 5431 | 7750 |
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 | 266044 | 338928 | -580139 | -488419 | -95349 | -580139 |
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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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