Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 446186.6115 | 381734.6547 | 64451.9567 | 748361.3599 | 720479.1177 | 27882.2422 |
Total P&L (%) | 446.1866 | 381.7347 | 64.452 | 748.3614 | 720.4791 | 27.8822 |
Avg Daily Profit (%) | 0.4283 | 0.3665 | 0.0619 | 0.2055 | 0.2023 | 0.0236 |
Buy And Hold Return (%) | 150.9042 | 150.9042 | 150.9042 | 150.9042 | 150.9042 | 150.9042 |
Max Trade Drawdown | -63015 | -44174 | -61498 | -728624 | -250016 | -567746 |
Profit Factor | 2.1722 | 3.3074 | 1.2995 | 1.4214 | 2.0407 | 1.0257 |
Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Winning Trades | 78 | 37 | 41 | 78 | 37 | 41 |
Losing Trades | 73 | 38 | 35 | 73 | 38 | 35 |
Profitability (%) | 51.6556 | 49.3333 | 53.9474 | 51.6556 | 49.3333 | 53.9474 |
Ratio Avg Win / Avg Loss | 2.033 | 3.3968 | 1.1093 | 1.3303 | 2.0958 | 0.8756 |
Largest Winning Trade | 282579 | 282579 | 31267 | 619617 | 619617 | 270941 |
Largest Losing Trade | -44321 | -15823 | -44321 | -534302 | -141174 | -534302 |
Avg Bars in Trades | 159 | 160 | 159 | 159 | 160 | 159 |
Avg Bars in Winners | 198 | 210 | 187 | 198 | 210 | 187 |
Avg Bars in Losers | 118 | 111 | 126 | 118 | 111 | 126 |
Bars Traded | 24133 | 12027 | 12106 | 24133 | 12027 | 12106 |
Profit Streak | 0 | 20.0439 | 0 | 0 | 20.0439 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 416217 | -44315 | -324951 | 307680 | -45751 | -569934 |
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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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