Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 472149.866 | 434205.2618 | 37944.6042 | 325663.4439 | 210349.719 | 115313.725 |
Total P&L (%) | 472.1499 | 434.2053 | 37.9446 | 325.6634 | 210.3497 | 115.3137 |
Avg Daily Profit (%) | 0.4533 | 0.4168 | 0.0364 | 0.1392 | 0.1088 | 0.0737 |
Buy And Hold Return (%) | 141.3192 | 141.3192 | 141.3192 | 141.3192 | 141.3192 | 141.3192 |
Max Trade Drawdown | -104770 | -97410 | -16212 | -485024 | -476374 | -52706 |
Profit Factor | 1.7638 | 1.8693 | 1.3197 | 1.1686 | 1.1339 | 1.3192 |
Total Trades | 289 | 144 | 145 | 289 | 144 | 145 |
Winning Trades | 131 | 56 | 75 | 131 | 56 | 75 |
Losing Trades | 158 | 88 | 70 | 158 | 88 | 70 |
Profitability (%) | 45.3287 | 38.8889 | 51.7241 | 45.3287 | 38.8889 | 51.7241 |
Ratio Avg Win / Avg Loss | 2.1274 | 2.9375 | 1.2318 | 1.4094 | 1.7819 | 1.2312 |
Largest Winning Trade | 395788 | 395788 | 21006 | 293291 | 293291 | 67486 |
Largest Losing Trade | -24503 | -24503 | -8482 | -134758 | -134758 | -37550 |
Avg Bars in Trades | 84 | 160 | 7 | 84 | 160 | 7 |
Avg Bars in Winners | 111 | 249 | 9 | 111 | 249 | 9 |
Avg Bars in Losers | 61 | 104 | 6 | 61 | 104 | 6 |
Bars Traded | 24307 | 23151 | 1156 | 24307 | 23151 | 1156 |
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 | 360617 | 197352 | -309479 | -47516 | -138142 | -259849 |
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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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