Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 636322.7191 | 575899.2935 | 60423.4256 | 425680.8615 | 523550.2072 | -97869.3457 |
Total P&L (%) | 636.3227 | 575.8993 | 60.4234 | 425.6809 | 523.5502 | -97.8693 |
Avg Daily Profit (%) | 0.3055 | 0.2765 | 0.029 | 0.0797 | 0.0879 | -0.1846 |
Buy And Hold Return (%) | 66.4884 | 66.4884 | 66.4884 | 66.4884 | 66.4884 | 66.4884 |
Max Trade Drawdown | -158459 | -121568 | -137866 | -1686306 | -1326379 | -1013200 |
Profit Factor | 1.4103 | 1.7535 | 1.0768 | 1.0384 | 1.089 | 0.9812 |
Total Trades | 309 | 155 | 154 | 309 | 155 | 154 |
Winning Trades | 170 | 84 | 86 | 170 | 84 | 86 |
Losing Trades | 139 | 71 | 68 | 139 | 71 | 68 |
Profitability (%) | 55.0162 | 54.1935 | 55.8442 | 55.0162 | 54.1935 | 55.8442 |
Ratio Avg Win / Avg Loss | 1.1532 | 1.4821 | 0.8514 | 0.8491 | 0.9205 | 0.7758 |
Largest Winning Trade | 96925 | 96925 | 60182 | 457886 | 457886 | 344221 |
Largest Losing Trade | -55896 | -55896 | -45642 | -673676 | -520706 | -673676 |
Avg Bars in Trades | 79 | 74 | 84 | 79 | 74 | 84 |
Avg Bars in Winners | 71 | 66 | 76 | 71 | 66 | 76 |
Avg Bars in Losers | 89 | 84 | 94 | 89 | 84 | 94 |
Bars Traded | 24661 | 11618 | 13043 | 24661 | 11618 | 13043 |
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 | 430697 | 421389 | -456578 | -264582 | -198641 | -579768 |
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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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