Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 409472.1198 | 389834.7846 | 19637.3353 | 107869.9489 | 163629.3095 | -55759.3607 |
Total P&L (%) | 409.4721 | 389.8348 | 19.6373 | 107.8699 | 163.6293 | -55.7594 |
Avg Daily Profit (%) | 0.1966 | 0.1872 | 0.0094 | 0.0351 | 0.0466 | -0.0392 |
Buy And Hold Return (%) | 65.958 | 65.958 | 65.958 | 65.958 | 65.958 | 65.958 |
Max Trade Drawdown | -121587 | -86204 | -128674 | -459906 | -315365 | -317967 |
Profit Factor | 1.317 | 1.5993 | 1.0306 | 1.0375 | 1.1088 | 0.9594 |
Total Trades | 298 | 149 | 149 | 298 | 149 | 149 |
Winning Trades | 164 | 76 | 88 | 164 | 76 | 88 |
Losing Trades | 134 | 73 | 61 | 134 | 73 | 61 |
Profitability (%) | 55.0336 | 51.0067 | 59.0604 | 55.0336 | 51.0067 | 59.0604 |
Ratio Avg Win / Avg Loss | 1.0761 | 1.5361 | 0.7144 | 0.8477 | 1.065 | 0.665 |
Largest Winning Trade | 118478 | 118478 | 41671 | 194151 | 194151 | 89843 |
Largest Losing Trade | -56295 | -37531 | -56295 | -202780 | -202780 | -192696 |
Avg Bars in Trades | 82 | 90 | 74 | 82 | 90 | 74 |
Avg Bars in Winners | 88 | 98 | 79 | 88 | 98 | 79 |
Avg Bars in Losers | 76 | 82 | 68 | 76 | 82 | 68 |
Bars Traded | 24667 | 13541 | 11126 | 24667 | 13541 | 11126 |
Profit Streak | 0 | 0 | 50.1524 | 0 | 0 | 50.1524 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340669 | 352075 | -532086 | -334002 | -235288 | -578346 |
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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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