Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 641043.2252 | 670907.9445 | -29864.7193 | 203373.7084 | 286884.2474 | -83510.5391 |
Total P&L (%) | 641.0432 | 670.9079 | -29.8647 | 203.3737 | 286.8842 | -83.5105 |
Avg Daily Profit (%) | 0.2561 | 0.2681 | -0.0119 | 0.0444 | 0.0541 | -0.072 |
Buy And Hold Return (%) | 278.5456 | 278.5456 | 278.5456 | 278.5456 | 278.5456 | 278.5456 |
Max Trade Drawdown | -143207 | -141585 | -79243 | -369989 | -367090 | -173140 |
Profit Factor | 1.4926 | 2.002 | 0.9527 | 1.0923 | 1.2294 | 0.9123 |
Total Trades | 418 | 209 | 209 | 418 | 209 | 209 |
Winning Trades | 206 | 98 | 108 | 206 | 98 | 108 |
Losing Trades | 212 | 111 | 101 | 212 | 111 | 101 |
Profitability (%) | 49.2823 | 46.89 | 51.6746 | 49.2823 | 46.89 | 51.6746 |
Ratio Avg Win / Avg Loss | 1.536 | 2.2676 | 0.891 | 1.1241 | 1.3925 | 0.8532 |
Largest Winning Trade | 438615 | 438615 | 45246 | 313086 | 313086 | 76660 |
Largest Losing Trade | -39715 | -36265 | -39715 | -119015 | -119015 | -85414 |
Avg Bars in Trades | 23 | 21 | 24 | 23 | 21 | 24 |
Avg Bars in Winners | 25 | 23 | 27 | 25 | 23 | 27 |
Avg Bars in Losers | 20 | 19 | 22 | 20 | 19 | 22 |
Bars Traded | 9687 | 4485 | 5202 | 9687 | 4485 | 5202 |
Profit Streak | 0 | 11.1838 | 0 | 0 | 11.1838 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 294956 | 306123 | -579744 | -416246 | -277276 | -579744 |
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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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