Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 576902.5024 | 609591.8957 | -32689.3933 | 94372.6842 | 46703.0995 | 47669.5847 |
Total P&L (%) | 576.9025 | 609.5919 | -32.6894 | 94.3727 | 46.7031 | 47.6696 |
Avg Daily Profit (%) | 0.3067 | 0.3241 | -0.0174 | 0.0353 | 0.0204 | 0.0207 |
Buy And Hold Return (%) | 242.6157 | 242.6157 | 242.6157 | 242.6157 | 242.6157 | 242.6157 |
Max Trade Drawdown | -128075 | -91205 | -236775 | -217951 | -207321 | -123157 |
Profit Factor | 1.4999 | 2.0916 | 0.9451 | 1.0686 | 1.0595 | 1.0807 |
Total Trades | 288 | 144 | 144 | 288 | 144 | 144 |
Winning Trades | 143 | 66 | 77 | 143 | 66 | 77 |
Losing Trades | 145 | 78 | 67 | 145 | 78 | 67 |
Profitability (%) | 49.6528 | 45.8333 | 53.4722 | 49.6528 | 45.8333 | 53.4722 |
Ratio Avg Win / Avg Loss | 1.5209 | 2.4719 | 0.8224 | 1.0836 | 1.2521 | 0.9404 |
Largest Winning Trade | 293045 | 293045 | 44711 | 198013 | 198013 | 65508 |
Largest Losing Trade | -46662 | -30386 | -46662 | -75561 | -75561 | -44883 |
Avg Bars in Trades | 38 | 39 | 37 | 38 | 39 | 37 |
Avg Bars in Winners | 46 | 44 | 47 | 46 | 44 | 47 |
Avg Bars in Losers | 30 | 34 | 26 | 30 | 34 | 26 |
Bars Traded | 11050 | 5634 | 5416 | 11050 | 5634 | 5416 |
Profit Streak | 26.5161 | 34.0161 | 0 | 26.5161 | 34.0161 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320738 | 314342 | -580500 | -454609 | -487304 | -464060 |
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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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