Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 502958.3354 | 523997.0987 | -21038.7633 | 310319.7685 | 3469248.0009 | -3158928.2324 |
Total P&L (%) | 502.9583 | 523.9971 | -21.0388 | 310.3198 | 3469.248 | -3158.9282 |
Avg Daily Profit (%) | 0.2265 | 0.236 | -0.0095 | 0.0636 | 0.1611 | 0 |
Buy And Hold Return (%) | 131.8446 | 131.8446 | 131.8446 | 131.8446 | 131.8446 | 131.8446 |
Max Trade Drawdown | -140954 | -91358 | -172464 | -3343375 | -1654910 | -3413095 |
Profit Factor | 1.4356 | 2.0315 | 0.9675 | 1.0174 | 1.4461 | 0.6849 |
Total Trades | 269 | 134 | 135 | 269 | 134 | 135 |
Winning Trades | 124 | 67 | 57 | 124 | 67 | 57 |
Losing Trades | 145 | 67 | 78 | 145 | 67 | 78 |
Profitability (%) | 46.0967 | 50 | 42.2222 | 46.0967 | 50 | 42.2222 |
Ratio Avg Win / Avg Loss | 1.6787 | 2.0315 | 1.3239 | 1.1897 | 1.4461 | 0.9372 |
Largest Winning Trade | 148314 | 148314 | 52455 | 1441781 | 1441781 | 985196 |
Largest Losing Trade | -39056 | -31337 | -39056 | -760414 | -718182 | -760414 |
Avg Bars in Trades | 31 | 23 | 40 | 31 | 23 | 40 |
Avg Bars in Winners | 44 | 25 | 67 | 44 | 25 | 67 |
Avg Bars in Losers | 21 | 21 | 20 | 21 | 21 | 20 |
Bars Traded | 8564 | 3124 | 5440 | 8564 | 3124 | 5440 |
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 | 280444 | 361440 | -582332 | -314010 | 315383 | -583998 |
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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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