Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 663532.4163 | 692492.5115 | -28960.0952 | -1437.0422 | 355826.3538 | -357263.3959 |
Total P&L (%) | 663.5324 | 692.4925 | -28.9601 | -1.437 | 355.8264 | -357.2634 |
Avg Daily Profit (%) | 0.358 | 0.3736 | -0.0156 | -0.0008 | 0.0819 | 0 |
Buy And Hold Return (%) | 59.736 | 59.736 | 59.736 | 59.736 | 59.736 | 59.736 |
Max Trade Drawdown | -168736 | -169309 | -60744 | -1651909 | -1283201 | -513751 |
Profit Factor | 1.5515 | 1.7603 | 0.9009 | 0.9997 | 1.0803 | 0.7165 |
Total Trades | 259 | 129 | 130 | 259 | 129 | 130 |
Winning Trades | 99 | 40 | 59 | 99 | 40 | 59 |
Losing Trades | 160 | 89 | 71 | 160 | 89 | 71 |
Profitability (%) | 38.2239 | 31.0078 | 45.3846 | 38.2239 | 31.0078 | 45.3846 |
Ratio Avg Win / Avg Loss | 2.5075 | 3.9166 | 1.0841 | 1.6158 | 2.4038 | 0.8622 |
Largest Winning Trade | 242420 | 242420 | 23609 | 1238628 | 1238628 | 105485 |
Largest Losing Trade | -52349 | -52349 | -27394 | -683956 | -683956 | -183459 |
Avg Bars in Trades | 85 | 164 | 6 | 85 | 164 | 6 |
Avg Bars in Winners | 135 | 324 | 6 | 135 | 324 | 6 |
Avg Bars in Losers | 54 | 92 | 6 | 54 | 92 | 6 |
Bars Traded | 22045 | 21191 | 854 | 22045 | 21191 | 854 |
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 | 320240 | 189411 | -580837 | -581224 | -222966 | -582504 |
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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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