Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 724959.9369 | 652234.8942 | 72725.0427 | 901906.562 | 1104984.2047 | -203077.6426 |
Total P&L (%) | 724.9599 | 652.2349 | 72.725 | 901.9066 | 1104.9842 | -203.0776 |
Avg Daily Profit (%) | 0.3481 | 0.3132 | 0.0349 | 0.1107 | 0.1196 | 0 |
Buy And Hold Return (%) | 125.5452 | 125.5452 | 125.5452 | 125.5452 | 125.5452 | 125.5452 |
Max Trade Drawdown | -115599 | -93038 | -193103 | -1701934 | -1395001 | -1308708 |
Profit Factor | 1.4562 | 1.8597 | 1.0876 | 1.0653 | 1.1502 | 0.9686 |
Total Trades | 341 | 171 | 170 | 341 | 171 | 170 |
Winning Trades | 175 | 81 | 94 | 175 | 81 | 94 |
Losing Trades | 166 | 90 | 76 | 166 | 90 | 76 |
Profitability (%) | 51.3196 | 47.3684 | 55.2941 | 51.3196 | 47.3684 | 55.2941 |
Ratio Avg Win / Avg Loss | 1.3813 | 2.0663 | 0.8793 | 1.0105 | 1.278 | 0.7831 |
Largest Winning Trade | 115625 | 115625 | 61736 | 886415 | 886415 | 376702 |
Largest Losing Trade | -49087 | -31322 | -49087 | -620714 | -456197 | -620714 |
Avg Bars in Trades | 72 | 60 | 84 | 72 | 60 | 84 |
Avg Bars in Winners | 82 | 67 | 95 | 82 | 67 | 95 |
Avg Bars in Losers | 61 | 53 | 71 | 61 | 53 | 71 |
Bars Traded | 24675 | 10300 | 14375 | 24675 | 10300 | 14375 |
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 | 413243 | 383336 | -436873 | -191555 | -88928 | -579756 |
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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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