Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 648345.3432 | 643422.6167 | 4922.7266 | 287170.3043 | 604862.2041 | -317691.8999 |
Total P&L (%) | 648.3453 | 643.4226 | 4.9227 | 287.1703 | 604.8622 | -317.6919 |
Avg Daily Profit (%) | 0.3567 | 0.354 | 0.0027 | 0.0745 | 0.1075 | 0 |
Buy And Hold Return (%) | 270.348 | 270.348 | 270.348 | 270.348 | 270.348 | 270.348 |
Max Trade Drawdown | -156719 | -103996 | -104727 | -837967 | -422078 | -487852 |
Profit Factor | 1.6726 | 2.3288 | 1.0103 | 1.1 | 1.4467 | 0.7905 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Losing Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Profitability (%) | 48.0769 | 47.4359 | 48.7179 | 48.0769 | 47.4359 | 48.7179 |
Ratio Avg Win / Avg Loss | 1.8064 | 2.5806 | 1.0634 | 1.188 | 1.6031 | 0.8321 |
Largest Winning Trade | 249605 | 249605 | 58407 | 541064 | 541064 | 185219 |
Largest Losing Trade | -42294 | -42294 | -42164 | -295993 | -217142 | -295993 |
Avg Bars in Trades | 22 | 22 | 22 | 22 | 22 | 22 |
Avg Bars in Winners | 27 | 28 | 25 | 27 | 28 | 25 |
Avg Bars in Losers | 18 | 16 | 19 | 18 | 16 | 19 |
Bars Traded | 3509 | 1745 | 1764 | 3509 | 1745 | 1764 |
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 | 311714 | -25744 | -598890 | -350018 | -87443 | -615456 |
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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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