Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 460193.2678 | 534249.3597 | -74056.0919 | 34577.5063 | 695065.3528 | -660487.8466 |
Total P&L (%) | 460.1933 | 534.2494 | -74.0561 | 34.5775 | 695.0654 | -660.4878 |
Avg Daily Profit (%) | 0.2482 | 0.2882 | -0.0399 | 0.016 | 0.1119 | 0 |
Buy And Hold Return (%) | 197.7099 | 197.7099 | 197.7099 | 197.7099 | 197.7099 | 197.7099 |
Max Trade Drawdown | -150874 | -88311 | -128854 | -885431 | -508294 | -759572 |
Profit Factor | 1.3729 | 1.9422 | 0.889 | 1.0081 | 1.3466 | 0.711 |
Total Trades | 301 | 151 | 150 | 301 | 151 | 150 |
Winning Trades | 144 | 74 | 70 | 144 | 74 | 70 |
Losing Trades | 157 | 77 | 80 | 157 | 77 | 80 |
Profitability (%) | 47.8405 | 49.0066 | 46.6667 | 47.8405 | 49.0066 | 46.6667 |
Ratio Avg Win / Avg Loss | 1.4968 | 2.021 | 1.016 | 1.0991 | 1.4012 | 0.8126 |
Largest Winning Trade | 224225 | 224225 | 75438 | 592647 | 592647 | 182372 |
Largest Losing Trade | -38830 | -30176 | -38830 | -259394 | -259394 | -169168 |
Avg Bars in Trades | 36 | 33 | 38 | 36 | 33 | 38 |
Avg Bars in Winners | 49 | 45 | 54 | 49 | 45 | 54 |
Avg Bars in Losers | 23 | 22 | 24 | 23 | 22 | 24 |
Bars Traded | 10849 | 5070 | 5780 | 10849 | 5070 | 5780 |
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 | 165313 | 322330 | -580177 | -548154 | -45639 | -581843 |
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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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