Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 591139.456 | 577948.6112 | 13190.8448 | 177185.7925 | 39097.1448 | 138088.6477 |
Total P&L (%) | 591.1395 | 577.9486 | 13.1908 | 177.1858 | 39.0971 | 138.0886 |
Avg Daily Profit (%) | 0.2839 | 0.2775 | 0.0063 | 0.049 | 0.0158 | 0.0417 |
Buy And Hold Return (%) | 115.625 | 115.625 | 115.625 | 115.625 | 115.625 | 115.625 |
Max Trade Drawdown | -121471 | -95262 | -160716 | -625333 | -521210 | -296620 |
Profit Factor | 1.6317 | 2.2329 | 1.0282 | 1.0633 | 1.0262 | 1.1056 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 69 | 31 | 38 | 69 | 31 | 38 |
Losing Trades | 93 | 50 | 43 | 93 | 50 | 43 |
Profitability (%) | 42.5926 | 38.2716 | 46.9136 | 42.5926 | 38.2716 | 46.9136 |
Ratio Avg Win / Avg Loss | 2.1993 | 3.6014 | 1.1635 | 1.4331 | 1.6552 | 1.2511 |
Largest Winning Trade | 329777 | 329777 | 46380 | 313415 | 313415 | 221963 |
Largest Losing Trade | -43533 | -39430 | -43533 | -172781 | -145252 | -172781 |
Avg Bars in Trades | 152 | 147 | 157 | 152 | 147 | 157 |
Avg Bars in Winners | 213 | 220 | 207 | 213 | 220 | 207 |
Avg Bars in Losers | 108 | 103 | 113 | 108 | 103 | 113 |
Bars Traded | 24765 | 11976 | 12790 | 24765 | 11976 | 12790 |
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 | 307935 | -4903 | -552753 | -290458 | -544561 | -360108 |
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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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