Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 463483.7072 | 472311.0299 | -8827.3228 | 62346.3039 | 485139.1819 | -422792.878 |
Total P&L (%) | 463.4837 | 472.311 | -8.8273 | 62.3463 | 485.1392 | -422.7929 |
Avg Daily Profit (%) | 0.2506 | 0.2554 | -0.0048 | 0.0262 | 0.0956 | 0 |
Buy And Hold Return (%) | 16.9339 | 16.9339 | 16.9339 | 16.9339 | 16.9339 | 16.9339 |
Max Trade Drawdown | -238598 | -172709 | -104661 | -2138246 | -1395506 | -1403675 |
Profit Factor | 1.4402 | 1.9202 | 0.9836 | 1.0084 | 1.1424 | 0.8952 |
Total Trades | 251 | 126 | 125 | 251 | 126 | 125 |
Winning Trades | 120 | 57 | 63 | 120 | 57 | 63 |
Losing Trades | 131 | 69 | 62 | 131 | 69 | 62 |
Profitability (%) | 47.8088 | 45.2381 | 50.4 | 47.8088 | 45.2381 | 50.4 |
Ratio Avg Win / Avg Loss | 1.5722 | 2.3245 | 0.968 | 1.1008 | 1.3829 | 0.881 |
Largest Winning Trade | 295125 | 295125 | 63008 | 861269 | 529728 | 861269 |
Largest Losing Trade | -25441 | -25441 | -24534 | -332376 | -232830 | -332376 |
Avg Bars in Trades | 21 | 18 | 24 | 21 | 18 | 24 |
Avg Bars in Winners | 27 | 21 | 32 | 27 | 21 | 32 |
Avg Bars in Losers | 16 | 15 | 16 | 16 | 15 | 16 |
Bars Traded | 5388 | 2338 | 3050 | 5388 | 2338 | 3050 |
Profit Streak | 0 | 0 | 35.0154 | 0 | 0 | 35.0154 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390399 | 358092 | -579135 | -370943 | -131078 | -579135 |
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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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