Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 494802.4457 | 597578.6539 | -102776.2082 | -58507.5419 | 781529.8541 | -840037.3961 |
Total P&L (%) | 494.8024 | 597.5787 | -102.7762 | -58.5075 | 781.5299 | -840.0374 |
Avg Daily Profit (%) | 0.2375 | 0.2868 | -0.0493 | -0.0422 | 0.1045 | 0 |
Buy And Hold Return (%) | 114.1994 | 114.1994 | 114.1994 | 114.1994 | 114.1994 | 114.1994 |
Max Trade Drawdown | -167007 | -157805 | -232271 | -1103190 | -548681 | -953522 |
Profit Factor | 1.3396 | 1.8357 | 0.8615 | 0.9834 | 1.4837 | 0.5617 |
Total Trades | 302 | 151 | 151 | 302 | 151 | 151 |
Winning Trades | 135 | 64 | 71 | 135 | 64 | 71 |
Losing Trades | 167 | 87 | 80 | 167 | 87 | 80 |
Profitability (%) | 44.702 | 42.3841 | 47.0199 | 44.702 | 42.3841 | 47.0199 |
Ratio Avg Win / Avg Loss | 1.6571 | 2.4954 | 0.9707 | 1.2165 | 2.017 | 0.6329 |
Largest Winning Trade | 301031 | 301031 | 58808 | 766749 | 766749 | 147993 |
Largest Losing Trade | -46179 | -46179 | -42635 | -400124 | -248607 | -400124 |
Avg Bars in Trades | 81 | 78 | 85 | 81 | 78 | 85 |
Avg Bars in Winners | 124 | 129 | 119 | 124 | 129 | 119 |
Avg Bars in Losers | 47 | 40 | 55 | 47 | 40 | 55 |
Bars Traded | 24732 | 11819 | 12913 | 24732 | 11819 | 12913 |
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 | 250968 | 300924 | -581701 | -579592 | -53534 | -581701 |
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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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