Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 308894.0727 | 285542.4423 | 23351.6305 | 146901.9246 | 428300.1379 | -281398.2133 |
Total P&L (%) | 308.8941 | 285.5424 | 23.3516 | 146.9019 | 428.3001 | -281.3982 |
Avg Daily Profit (%) | 0.253 | 0.2339 | 0.0191 | 0.0741 | 0.1364 | 0 |
Buy And Hold Return (%) | 37.3857 | 37.3857 | 37.3857 | 37.3857 | 37.3857 | 37.3857 |
Max Trade Drawdown | -154614 | -118789 | -103223 | -1507110 | -742255 | -1213330 |
Profit Factor | 1.2561 | 1.4328 | 1.0428 | 1.0187 | 1.1036 | 0.9246 |
Total Trades | 359 | 180 | 179 | 359 | 180 | 179 |
Winning Trades | 166 | 88 | 78 | 166 | 88 | 78 |
Losing Trades | 193 | 92 | 101 | 193 | 92 | 101 |
Profitability (%) | 46.2396 | 48.8889 | 43.5754 | 46.2396 | 48.8889 | 43.5754 |
Ratio Avg Win / Avg Loss | 1.4604 | 1.4979 | 1.3502 | 1.1844 | 1.1538 | 1.1972 |
Largest Winning Trade | 106116 | 106116 | 22121 | 351653 | 351653 | 210823 |
Largest Losing Trade | -31568 | -31568 | -27681 | -269764 | -254723 | -269764 |
Avg Bars in Trades | 13 | 15 | 10 | 13 | 15 | 10 |
Avg Bars in Winners | 15 | 17 | 13 | 15 | 17 | 13 |
Avg Bars in Losers | 11 | 13 | 8 | 11 | 13 | 8 |
Bars Traded | 4715 | 2771 | 1944 | 4715 | 2771 | 1944 |
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 | 308968 | 325408 | -508419 | -295620 | -117169 | -580950 |
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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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