Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 520428.4203 | 481536.2709 | 38892.1494 | 455636.5888 | -62517.1215 | 518153.7103 |
Total P&L (%) | 520.4284 | 481.5363 | 38.8921 | 455.6366 | -62.5171 | 518.1537 |
Avg Daily Profit (%) | 0.2819 | 0.2608 | 0.0211 | 0.0929 | -0.0531 | 0.0987 |
Buy And Hold Return (%) | 147.8389 | 147.8389 | 147.8389 | 147.8389 | 147.8389 | 147.8389 |
Max Trade Drawdown | -135613 | -76165 | -140101 | -3899169 | -1733920 | -3109019 |
Profit Factor | 1.4526 | 1.8859 | 1.0642 | 1.0231 | 0.9936 | 1.0519 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 113 | 52 | 61 | 113 | 52 | 61 |
Losing Trades | 125 | 67 | 58 | 125 | 67 | 58 |
Profitability (%) | 47.479 | 43.6975 | 51.2605 | 47.479 | 43.6975 | 51.2605 |
Ratio Avg Win / Avg Loss | 1.6069 | 2.43 | 1.0118 | 1.1318 | 1.2802 | 1.0002 |
Largest Winning Trade | 218730 | 218730 | 38227 | 918246 | 593299 | 918246 |
Largest Losing Trade | -37227 | -22703 | -37227 | -1400652 | -611290 | -1400652 |
Avg Bars in Trades | 45 | 51 | 38 | 45 | 51 | 38 |
Avg Bars in Winners | 57 | 68 | 48 | 57 | 68 | 48 |
Avg Bars in Losers | 33 | 38 | 27 | 33 | 38 | 27 |
Bars Traded | 10718 | 6133 | 4585 | 10718 | 6133 | 4585 |
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 | 305343 | 221385 | -480529 | -266758 | -581800 | -226934 |
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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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