Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 840543.2371 | 809400.8249 | 31142.4123 | 90520.5164 | -84493.7249 | 175014.2413 |
Total P&L (%) | 840.5432 | 809.4008 | 31.1424 | 90.5205 | -84.4937 | 175.0142 |
Avg Daily Profit (%) | 0.4356 | 0.4194 | 0.0161 | 0.0334 | -0.0965 | 0.0524 |
Buy And Hold Return (%) | 10.1081 | 10.1081 | 10.1081 | 10.1081 | 10.1081 | 10.1081 |
Max Trade Drawdown | -193111 | -194749 | -70655 | -3107080 | -2740096 | -896039 |
Profit Factor | 1.6464 | 1.9752 | 1.0662 | 1.0099 | 0.9857 | 1.0535 |
Total Trades | 327 | 164 | 163 | 327 | 164 | 163 |
Winning Trades | 123 | 50 | 73 | 123 | 50 | 73 |
Losing Trades | 204 | 114 | 90 | 204 | 114 | 90 |
Profitability (%) | 37.6147 | 30.4878 | 44.7853 | 37.6147 | 30.4878 | 44.7853 |
Ratio Avg Win / Avg Loss | 2.7307 | 4.5034 | 1.3145 | 1.6749 | 2.2473 | 1.2989 |
Largest Winning Trade | 623613 | 623613 | 32605 | 1818079 | 1818079 | 259423 |
Largest Losing Trade | -32875 | -32875 | -22663 | -603370 | -603370 | -526674 |
Avg Bars in Trades | 70 | 107 | 32 | 70 | 107 | 32 |
Avg Bars in Winners | 101 | 187 | 43 | 101 | 187 | 43 |
Avg Bars in Losers | 51 | 72 | 23 | 51 | 72 | 23 |
Bars Traded | 22963 | 17638 | 5325 | 22963 | 17638 | 5325 |
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 | 362249 | 229719 | -323742 | -359924 | -585284 | -286256 |
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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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