Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 571370.548 | 668385.7237 | -97015.1757 | -48132.8924 | 178136.9152 | -226269.8076 |
Total P&L (%) | 571.3705 | 668.3857 | -97.0152 | -48.1329 | 178.1369 | -226.2698 |
Avg Daily Profit (%) | 0.3094 | 0.3619 | -0.0525 | -0.0355 | 0.0554 | 0 |
Buy And Hold Return (%) | 133.6262 | 133.6262 | 133.6262 | 133.6262 | 133.6262 | 133.6262 |
Max Trade Drawdown | -145168 | -111710 | -114874 | -534644 | -410211 | -235208 |
Profit Factor | 1.4919 | 2.1612 | 0.8344 | 0.9825 | 1.1301 | 0.8354 |
Total Trades | 383 | 192 | 191 | 383 | 192 | 191 |
Winning Trades | 158 | 76 | 82 | 158 | 76 | 82 |
Losing Trades | 225 | 116 | 109 | 225 | 116 | 109 |
Profitability (%) | 41.2533 | 39.5833 | 42.9319 | 41.2533 | 39.5833 | 42.9319 |
Ratio Avg Win / Avg Loss | 2.1246 | 3.2987 | 1.1091 | 1.3991 | 1.7249 | 1.1105 |
Largest Winning Trade | 667545 | 667545 | 43132 | 381874 | 381874 | 123607 |
Largest Losing Trade | -24282 | -18422 | -24282 | -69198 | -66299 | -69198 |
Avg Bars in Trades | 55 | 53 | 58 | 55 | 53 | 58 |
Avg Bars in Winners | 87 | 91 | 84 | 87 | 91 | 84 |
Avg Bars in Losers | 33 | 28 | 38 | 33 | 28 | 38 |
Bars Traded | 21321 | 10238 | 11083 | 21321 | 10238 | 11083 |
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 | 286707 | 309583 | -581415 | -580510 | -261007 | -581415 |
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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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