Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 913819.4549 | 1013312.3336 | -99492.8788 | -37281.0779 | 647747.2514 | -685028.3293 |
Total P&L (%) | 913.8195 | 1013.3123 | -99.4929 | -37.2811 | 647.7473 | -685.0283 |
Avg Daily Profit (%) | 0.4052 | 0.4493 | -0.0441 | -0.0207 | 0.0892 | 0 |
Buy And Hold Return (%) | 343.3544 | 343.3544 | 343.3544 | 343.3544 | 343.3544 | 343.3544 |
Max Trade Drawdown | -219007 | -147037 | -189648 | -1827334 | -994790 | -1167133 |
Profit Factor | 1.5082 | 2.1332 | 0.8899 | 0.9952 | 1.1566 | 0.8109 |
Total Trades | 399 | 200 | 199 | 399 | 200 | 199 |
Winning Trades | 207 | 99 | 108 | 207 | 99 | 108 |
Losing Trades | 192 | 101 | 91 | 192 | 101 | 91 |
Profitability (%) | 51.8797 | 49.5 | 54.2714 | 51.8797 | 49.5 | 54.2714 |
Ratio Avg Win / Avg Loss | 1.3989 | 2.1763 | 0.7498 | 0.9231 | 1.1799 | 0.6833 |
Largest Winning Trade | 838165 | 838165 | 40873 | 829258 | 829258 | 159656 |
Largest Losing Trade | -41351 | -38430 | -41351 | -388952 | -282317 | -388952 |
Avg Bars in Trades | 21 | 22 | 21 | 21 | 22 | 21 |
Avg Bars in Winners | 24 | 26 | 23 | 24 | 26 | 23 |
Avg Bars in Losers | 18 | 17 | 19 | 18 | 17 | 19 |
Bars Traded | 8703 | 4424 | 4279 | 8703 | 4424 | 4279 |
Profit Streak | 0 | 0 | 46.9127 | 0 | 0 | 46.9127 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372346 | 419266 | -577971 | -578170 | -128752 | -577971 |
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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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