Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 603913.7477 | 619441.4259 | -15527.6782 | 167922.4242 | 201025.0769 | -33102.6527 |
Total P&L (%) | 603.9137 | 619.4414 | -15.5277 | 167.9224 | 201.0251 | -33.1027 |
Avg Daily Profit (%) | 0.3271 | 0.3355 | -0.0084 | 0.0534 | 0.0597 | -0.0218 |
Buy And Hold Return (%) | 147.6249 | 147.6249 | 147.6249 | 147.6249 | 147.6249 | 147.6249 |
Max Trade Drawdown | -100081 | -85674 | -145326 | -597456 | -596740 | -349708 |
Profit Factor | 1.6026 | 2.4711 | 0.9733 | 1.0662 | 1.1538 | 0.973 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 75 | 41 | 34 | 75 | 41 | 34 |
Losing Trades | 91 | 42 | 49 | 91 | 42 | 49 |
Profitability (%) | 45.1807 | 49.3976 | 40.9639 | 45.1807 | 49.3976 | 40.9639 |
Ratio Avg Win / Avg Loss | 1.9445 | 2.5314 | 1.4027 | 1.2937 | 1.1819 | 1.4023 |
Largest Winning Trade | 211056 | 211056 | 68742 | 325781 | 325781 | 178402 |
Largest Losing Trade | -65442 | -34638 | -65442 | -185705 | -185705 | -160265 |
Avg Bars in Trades | 65 | 64 | 66 | 65 | 64 | 66 |
Avg Bars in Winners | 98 | 85 | 112 | 98 | 85 | 112 |
Avg Bars in Losers | 38 | 42 | 34 | 38 | 42 | 34 |
Bars Traded | 10849 | 5315 | 5533 | 10849 | 5315 | 5533 |
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 | 324399 | 406469 | -582957 | -393293 | -218396 | -582957 |
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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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