Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 571748.714 | 540853.4193 | 30895.2947 | 596776.6499 | 764301.75 | -167525.1001 |
Total P&L (%) | 571.7487 | 540.8534 | 30.8953 | 596.7767 | 764.3018 | -167.5251 |
Avg Daily Profit (%) | 0.2387 | 0.2258 | 0.0129 | 0.0811 | 0.0901 | 0 |
Buy And Hold Return (%) | 170.6324 | 170.6324 | 170.6324 | 170.6324 | 170.6324 | 170.6324 |
Max Trade Drawdown | -120125 | -113415 | -181779 | -866324 | -664253 | -720500 |
Profit Factor | 1.3741 | 1.7668 | 1.0375 | 1.1096 | 1.293 | 0.9409 |
Total Trades | 363 | 181 | 182 | 363 | 181 | 182 |
Winning Trades | 155 | 82 | 73 | 155 | 82 | 73 |
Losing Trades | 208 | 99 | 109 | 208 | 99 | 109 |
Profitability (%) | 42.6997 | 45.3039 | 40.1099 | 42.6997 | 45.3039 | 40.1099 |
Ratio Avg Win / Avg Loss | 1.8439 | 2.1331 | 1.5492 | 1.4891 | 1.561 | 1.4049 |
Largest Winning Trade | 200520 | 200520 | 56222 | 602148 | 602148 | 158884 |
Largest Losing Trade | -27170 | -23286 | -27170 | -205665 | -108352 | -205665 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 17 | 16 | 18 | 17 | 16 | 18 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 4538 | 2225 | 2313 | 4538 | 2225 | 2313 |
Profit Streak | 0 | 55.2775 | 0 | 0 | 55.2775 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 235925 | 320237 | -522688 | -187533 | -72662 | -582282 |
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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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