Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 552852.5347 | 507671.9322 | 45180.6026 | 298454.536 | 439108.0777 | -140653.5418 |
Total P&L (%) | 552.8525 | 507.6719 | 45.1806 | 298.4545 | 439.1081 | -140.6535 |
Avg Daily Profit (%) | 0.2976 | 0.2733 | 0.0243 | 0.0744 | 0.0907 | 0 |
Buy And Hold Return (%) | 10.3163 | 10.3163 | 10.3163 | 10.3163 | 10.3163 | 10.3163 |
Max Trade Drawdown | -201729 | -126415 | -90914 | -5025644 | -2654587 | -3037598 |
Profit Factor | 1.4848 | 2.0111 | 1.0708 | 1.0124 | 1.0407 | 0.9894 |
Total Trades | 352 | 176 | 176 | 352 | 176 | 176 |
Winning Trades | 138 | 61 | 77 | 138 | 61 | 77 |
Losing Trades | 214 | 115 | 99 | 214 | 115 | 99 |
Profitability (%) | 39.2045 | 34.6591 | 43.75 | 39.2045 | 34.6591 | 43.75 |
Ratio Avg Win / Avg Loss | 2.3026 | 3.7915 | 1.3767 | 1.57 | 1.9621 | 1.2721 |
Largest Winning Trade | 319606 | 319606 | 37892 | 2134552 | 2134552 | 1197990 |
Largest Losing Trade | -30090 | -17133 | -30090 | -841053 | -516875 | -841053 |
Avg Bars in Trades | 62 | 52 | 72 | 62 | 52 | 72 |
Avg Bars in Winners | 101 | 91 | 109 | 101 | 91 | 109 |
Avg Bars in Losers | 37 | 31 | 43 | 37 | 31 | 43 |
Bars Traded | 21948 | 9223 | 12725 | 21948 | 9223 | 12725 |
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 | 318181 | 247894 | -306988 | -301662 | -252032 | -581175 |
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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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