Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 736959.0681 | 707065.5148 | 29893.5533 | 371672.1613 | 266361.7753 | 105310.3861 |
Total P&L (%) | 736.9591 | 707.0655 | 29.8936 | 371.6722 | 266.3618 | 105.3104 |
Avg Daily Profit (%) | 0.3959 | 0.3799 | 0.0161 | 0.0834 | 0.0698 | 0.0387 |
Buy And Hold Return (%) | 183.9842 | 183.9842 | 183.9842 | 183.9842 | 183.9842 | 183.9842 |
Max Trade Drawdown | -158662 | -74975 | -177787 | -1334679 | -1092769 | -748557 |
Profit Factor | 1.7326 | 2.7454 | 1.0498 | 1.0642 | 1.1028 | 1.033 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 70 | 33 | 37 | 70 | 33 | 37 |
Losing Trades | 87 | 46 | 41 | 87 | 46 | 41 |
Profitability (%) | 44.586 | 41.7722 | 47.4359 | 44.586 | 41.7722 | 47.4359 |
Ratio Avg Win / Avg Loss | 2.1534 | 3.8269 | 1.1632 | 1.3227 | 1.5372 | 1.1446 |
Largest Winning Trade | 290308 | 290308 | 63553 | 443194 | 443194 | 376518 |
Largest Losing Trade | -55545 | -28428 | -55545 | -469156 | -331325 | -469156 |
Avg Bars in Trades | 46 | 43 | 49 | 46 | 43 | 49 |
Avg Bars in Winners | 69 | 70 | 69 | 69 | 70 | 69 |
Avg Bars in Losers | 27 | 23 | 31 | 27 | 23 | 31 |
Bars Traded | 7244 | 3415 | 3829 | 7244 | 3415 | 3829 |
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 | 341879 | -17705 | -538423 | -239539 | -262751 | -526753 |
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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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