Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 650796.3094 | 631775.6531 | 19020.6563 | 240370.5788 | 584615.262 | -344244.6832 |
Total P&L (%) | 650.7963 | 631.7757 | 19.0207 | 240.3706 | 584.6153 | -344.2447 |
Avg Daily Profit (%) | 0.3539 | 0.3435 | 0.0103 | 0.0666 | 0.1047 | 0 |
Buy And Hold Return (%) | 128.1865 | 128.1865 | 128.1865 | 128.1865 | 128.1865 | 128.1865 |
Max Trade Drawdown | -174988 | -99307 | -100573 | -823522 | -447353 | -500839 |
Profit Factor | 1.634 | 2.3186 | 1.0348 | 1.0719 | 1.3712 | 0.8053 |
Total Trades | 199 | 100 | 99 | 199 | 100 | 99 |
Winning Trades | 116 | 57 | 59 | 116 | 57 | 59 |
Losing Trades | 83 | 43 | 40 | 83 | 43 | 40 |
Profitability (%) | 58.2915 | 57 | 59.596 | 58.2915 | 57 | 59.596 |
Ratio Avg Win / Avg Loss | 1.1692 | 1.7491 | 0.7015 | 0.767 | 1.0344 | 0.546 |
Largest Winning Trade | 460364 | 460364 | 37216 | 666016 | 666016 | 193876 |
Largest Losing Trade | -49975 | -32934 | -49975 | -181391 | -159855 | -181391 |
Avg Bars in Trades | 53 | 47 | 59 | 53 | 47 | 59 |
Avg Bars in Winners | 50 | 41 | 58 | 50 | 41 | 58 |
Avg Bars in Losers | 57 | 55 | 60 | 57 | 55 | 60 |
Bars Traded | 10653 | 4775 | 5878 | 10653 | 4775 | 5878 |
Profit Streak | 0 | 0 | 46.2756 | 0 | 0 | 46.2756 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 438126 | 464487 | -526821 | -252688 | -53441 | -578836 |
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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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