Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 790841.8046 | 746855.3295 | 43986.4751 | 644927.8129 | -94714.7725 | 739642.5854 |
Total P&L (%) | 790.8418 | 746.8553 | 43.9865 | 644.9278 | -94.7148 | 739.6426 |
Avg Daily Profit (%) | 0.4419 | 0.4173 | 0.0246 | 0.1123 | -0.1642 | 0.119 |
Buy And Hold Return (%) | 212.4405 | 212.4405 | 212.4405 | 212.4405 | 212.4405 | 212.4405 |
Max Trade Drawdown | -143303 | -136334 | -120696 | -1509387 | -2458677 | -1000103 |
Profit Factor | 1.5972 | 2.1296 | 1.0663 | 1.0428 | 0.9879 | 1.1023 |
Total Trades | 390 | 195 | 195 | 390 | 195 | 195 |
Winning Trades | 174 | 79 | 95 | 174 | 79 | 95 |
Losing Trades | 216 | 116 | 100 | 216 | 116 | 100 |
Profitability (%) | 44.6154 | 40.5128 | 48.7179 | 44.6154 | 40.5128 | 48.7179 |
Ratio Avg Win / Avg Loss | 1.9827 | 3.1271 | 1.1224 | 1.2945 | 1.4506 | 1.1603 |
Largest Winning Trade | 321343 | 321343 | 59304 | 1041879 | 1041879 | 780372 |
Largest Losing Trade | -51989 | -38530 | -51989 | -450959 | -428745 | -450959 |
Avg Bars in Trades | 13 | 10 | 16 | 13 | 10 | 16 |
Avg Bars in Winners | 19 | 15 | 22 | 19 | 15 | 22 |
Avg Bars in Losers | 8 | 6 | 9 | 8 | 6 | 9 |
Bars Traded | 5101 | 1966 | 3135 | 5101 | 1966 | 3135 |
Profit Streak | 0 | 0 | 11.181 | 0 | 0 | 11.181 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 391313 | 300471 | -472500 | -219005 | -582057 | -143586 |
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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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