Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 316486.7856 | 277258.9402 | 39227.8454 | 284681.7217 | 140874.1769 | 143807.5448 |
Total P&L (%) | 316.4868 | 277.2589 | 39.2278 | 284.6817 | 140.8742 | 143.8075 |
Avg Daily Profit (%) | 0.3038 | 0.2662 | 0.0377 | 0.1294 | 0.0844 | 0.0856 |
Buy And Hold Return (%) | 74.5863 | 74.5863 | 74.5863 | 74.5863 | 74.5863 | 74.5863 |
Max Trade Drawdown | -89071 | -91029 | -60679 | -694186 | -672051 | -201498 |
Profit Factor | 1.4937 | 1.7428 | 1.1465 | 1.1167 | 1.0983 | 1.1427 |
Total Trades | 326 | 163 | 163 | 326 | 163 | 163 |
Winning Trades | 154 | 73 | 81 | 154 | 73 | 81 |
Losing Trades | 172 | 90 | 82 | 172 | 90 | 82 |
Profitability (%) | 47.2393 | 44.7853 | 49.6933 | 47.2393 | 44.7853 | 49.6933 |
Ratio Avg Win / Avg Loss | 1.6683 | 2.1487 | 1.1606 | 1.2472 | 1.3541 | 1.1568 |
Largest Winning Trade | 114747 | 114747 | 28433 | 328428 | 328428 | 182288 |
Largest Losing Trade | -21937 | -21937 | -17314 | -165719 | -113445 | -165719 |
Avg Bars in Trades | 75 | 105 | 45 | 75 | 105 | 45 |
Avg Bars in Winners | 101 | 151 | 56 | 101 | 151 | 56 |
Avg Bars in Losers | 51 | 67 | 34 | 51 | 67 | 34 |
Bars Traded | 24543 | 17142 | 7400 | 24543 | 17142 | 7400 |
Profit Streak | 0 | 35.9769 | 0 | 0 | 35.9769 | 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 | 342435 | 298015 | -367601 | -114202 | -200949 | -149444 |
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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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