Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 272459.7405 | 226845.8631 | 45613.8774 | 266700.4187 | 901997.8425 | -635297.4238 |
Total P&L (%) | 272.4597 | 226.8459 | 45.6139 | 266.7004 | 901.9978 | -635.2974 |
Avg Daily Profit (%) | 0.2616 | 0.2178 | 0.0438 | 0.1248 | 0.2215 | 0 |
Buy And Hold Return (%) | 55.8824 | 55.8824 | 55.8824 | 55.8824 | 55.8824 | 55.8824 |
Max Trade Drawdown | -146881 | -75472 | -112438 | -1164701 | -329256 | -1121430 |
Profit Factor | 1.3195 | 1.6484 | 1.0907 | 1.0582 | 1.5435 | 0.7826 |
Total Trades | 304 | 152 | 152 | 304 | 152 | 152 |
Winning Trades | 163 | 80 | 83 | 163 | 80 | 83 |
Losing Trades | 141 | 72 | 69 | 141 | 72 | 69 |
Profitability (%) | 53.6184 | 52.6316 | 54.6053 | 53.6184 | 52.6316 | 54.6053 |
Ratio Avg Win / Avg Loss | 1.1414 | 1.4836 | 0.9067 | 0.9154 | 1.3892 | 0.6506 |
Largest Winning Trade | 47837 | 47837 | 28369 | 273278 | 273278 | 188138 |
Largest Losing Trade | -41960 | -30754 | -41960 | -475358 | -217076 | -475358 |
Avg Bars in Trades | 80 | 66 | 94 | 80 | 66 | 94 |
Avg Bars in Winners | 79 | 60 | 98 | 79 | 60 | 98 |
Avg Bars in Losers | 81 | 74 | 89 | 81 | 74 | 89 |
Bars Traded | 24504 | 10146 | 14358 | 24504 | 10146 | 14358 |
Profit Streak | 0 | 0 | 14.387 | 0 | 0 | 14.387 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322756 | 295068 | -420703 | -184007 | 373524 | -578865 |
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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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