Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 512148.6594 | 490810.4846 | 21338.1748 | 236573.3853 | 718801.3148 | -482227.9295 |
Total P&L (%) | 512.1487 | 490.8105 | 21.3382 | 236.5734 | 718.8013 | -482.2279 |
Avg Daily Profit (%) | 0.2772 | 0.2656 | 0.0115 | 0.0657 | 0.1139 | 0 |
Buy And Hold Return (%) | 29.6802 | 29.6802 | 29.6802 | 29.6802 | 29.6802 | 29.6802 |
Max Trade Drawdown | -139906 | -121432 | -134595 | -1856122 | -1326970 | -1313973 |
Profit Factor | 1.4854 | 2.0547 | 1.0362 | 1.0209 | 1.1427 | 0.9235 |
Total Trades | 321 | 161 | 160 | 321 | 161 | 160 |
Winning Trades | 149 | 76 | 73 | 149 | 76 | 73 |
Losing Trades | 172 | 85 | 87 | 172 | 85 | 87 |
Profitability (%) | 46.4174 | 47.205 | 45.625 | 46.4174 | 47.205 | 45.625 |
Ratio Avg Win / Avg Loss | 1.7147 | 2.298 | 1.2349 | 1.1784 | 1.2781 | 1.1006 |
Largest Winning Trade | 324997 | 324997 | 65021 | 675669 | 675669 | 482820 |
Largest Losing Trade | -30683 | -16713 | -30683 | -410142 | -219488 | -410142 |
Avg Bars in Trades | 33 | 22 | 44 | 33 | 22 | 44 |
Avg Bars in Winners | 48 | 27 | 71 | 48 | 27 | 71 |
Avg Bars in Losers | 20 | 18 | 22 | 20 | 18 | 22 |
Bars Traded | 10762 | 3587 | 7175 | 10762 | 3587 | 7175 |
Profit Streak | 0 | 0 | 7.2847 | 0 | 0 | 7.2847 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407199 | 416397 | -524642 | -302486 | -104611 | -579848 |
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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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