Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 523340.7828 | 480215.7633 | 43125.0195 | 544147.8585 | 220962.9166 | 323184.9419 |
Total P&L (%) | 523.3408 | 480.2158 | 43.125 | 544.1479 | 220.9629 | 323.1849 |
Avg Daily Profit (%) | 0.5024 | 0.461 | 0.0414 | 0.179 | 0.112 | 0.1386 |
Buy And Hold Return (%) | 142.1687 | 142.1687 | 142.1687 | 142.1687 | 142.1687 | 142.1687 |
Max Trade Drawdown | -98239 | -115181 | -8594 | -1190513 | -1300976 | -79798 |
Profit Factor | 2.3789 | 2.4729 | 1.8059 | 1.161 | 1.0746 | 1.7719 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 62 | 24 | 38 | 62 | 24 | 38 |
Losing Trades | 87 | 50 | 37 | 87 | 50 | 37 |
Profitability (%) | 41.6107 | 32.4324 | 50.6667 | 41.6107 | 32.4324 | 50.6667 |
Ratio Avg Win / Avg Loss | 3.3381 | 5.152 | 1.7584 | 1.6291 | 2.2388 | 1.7253 |
Largest Winning Trade | 361692 | 361692 | 8676 | 1127800 | 1127800 | 89956 |
Largest Losing Trade | -28377 | -28377 | -4966 | -456393 | -456393 | -46515 |
Avg Bars in Trades | 161 | 319 | 5 | 161 | 319 | 5 |
Avg Bars in Winners | 243 | 619 | 5 | 243 | 619 | 5 |
Avg Bars in Losers | 103 | 175 | 5 | 103 | 175 | 5 |
Bars Traded | 24046 | 23626 | 420 | 24046 | 23626 | 420 |
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 | 352073 | -59500 | -356274 | -39706 | -261941 | -66321 |
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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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