Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 531698.1655 | 540635.5103 | -8937.3447 | 68086.1467 | 393962.5664 | -325876.4198 |
Total P&L (%) | 531.6982 | 540.6355 | -8.9373 | 68.0861 | 393.9626 | -325.8764 |
Avg Daily Profit (%) | 0.2865 | 0.2914 | -0.0048 | 0.028 | 0.0861 | 0 |
Buy And Hold Return (%) | 60.6897 | 60.6897 | 60.6897 | 60.6897 | 60.6897 | 60.6897 |
Max Trade Drawdown | -239090 | -148471 | -93031 | -3001960 | -1820076 | -1429167 |
Profit Factor | 1.5252 | 2.1368 | 0.9834 | 1.0056 | 1.0686 | 0.9499 |
Total Trades | 261 | 131 | 130 | 261 | 131 | 130 |
Winning Trades | 111 | 53 | 58 | 111 | 53 | 58 |
Losing Trades | 150 | 78 | 72 | 150 | 78 | 72 |
Profitability (%) | 42.5287 | 40.458 | 44.6154 | 42.5287 | 40.458 | 44.6154 |
Ratio Avg Win / Avg Loss | 2.061 | 3.1447 | 1.2207 | 1.3589 | 1.5727 | 1.1792 |
Largest Winning Trade | 396732 | 396732 | 59234 | 790502 | 790502 | 577408 |
Largest Losing Trade | -50445 | -24106 | -50445 | -595273 | -595273 | -570197 |
Avg Bars in Trades | 82 | 85 | 79 | 82 | 85 | 79 |
Avg Bars in Winners | 111 | 116 | 107 | 111 | 116 | 107 |
Avg Bars in Losers | 60 | 64 | 56 | 60 | 64 | 56 |
Bars Traded | 21508 | 11198 | 10310 | 21508 | 11198 | 10310 |
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 | 353097 | 322750 | -581414 | -499300 | -226194 | -581414 |
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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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