Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 497069.1547 | 477478.8624 | 19590.2923 | 116834.8952 | 50598.6318 | 66236.2634 |
Total P&L (%) | 497.0692 | 477.4789 | 19.5903 | 116.8349 | 50.5986 | 66.2363 |
Avg Daily Profit (%) | 0.2684 | 0.2578 | 0.0106 | 0.0418 | 0.0221 | 0.0274 |
Buy And Hold Return (%) | 32.1833 | 32.1833 | 32.1833 | 32.1833 | 32.1833 | 32.1833 |
Max Trade Drawdown | -107664 | -103161 | -149905 | -467287 | -414176 | -266576 |
Profit Factor | 1.5651 | 2.1267 | 1.043 | 1.0538 | 1.0451 | 1.0631 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 69 | 32 | 37 | 69 | 32 | 37 |
Losing Trades | 90 | 48 | 42 | 90 | 48 | 42 |
Profitability (%) | 43.3962 | 40 | 46.8354 | 43.3962 | 40 | 46.8354 |
Ratio Avg Win / Avg Loss | 2.0415 | 3.1901 | 1.1839 | 1.3745 | 1.5676 | 1.2068 |
Largest Winning Trade | 284859 | 284859 | 40164 | 162023 | 154467 | 162023 |
Largest Losing Trade | -40990 | -24959 | -40990 | -145483 | -145483 | -86896 |
Avg Bars in Trades | 68 | 66 | 70 | 68 | 66 | 70 |
Avg Bars in Winners | 98 | 97 | 98 | 98 | 97 | 98 |
Avg Bars in Losers | 45 | 45 | 45 | 45 | 45 | 45 |
Bars Traded | 10893 | 5304 | 5589 | 10893 | 5304 | 5589 |
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 | 334294 | -11186 | -545917 | -302703 | -366248 | -341971 |
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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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