Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 555337.6719 | 541157.7575 | 14179.9144 | 367894.5586 | 551689.8141 | -183795.2555 |
Total P&L (%) | 555.3377 | 541.1578 | 14.1799 | 367.8946 | 551.6898 | -183.7953 |
Avg Daily Profit (%) | 0.3432 | 0.3345 | 0.0088 | 0.0954 | 0.1159 | 0 |
Buy And Hold Return (%) | 23.7778 | 23.7778 | 23.7778 | 23.7778 | 23.7778 | 23.7778 |
Max Trade Drawdown | -136753 | -82843 | -159416 | -527263 | -211897 | -502200 |
Profit Factor | 1.6622 | 2.3444 | 1.0325 | 1.1611 | 1.52 | 0.8496 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 75 | 35 | 40 | 75 | 35 | 40 |
Losing Trades | 127 | 66 | 61 | 127 | 66 | 61 |
Profitability (%) | 37.1287 | 34.6535 | 39.604 | 37.1287 | 34.6535 | 39.604 |
Ratio Avg Win / Avg Loss | 2.8147 | 4.4208 | 1.5746 | 1.9662 | 2.8663 | 1.2957 |
Largest Winning Trade | 197888 | 197888 | 72700 | 267497 | 267497 | 145351 |
Largest Losing Trade | -63237 | -30030 | -63237 | -157234 | -95879 | -157234 |
Avg Bars in Trades | 93 | 88 | 99 | 93 | 88 | 99 |
Avg Bars in Winners | 174 | 185 | 165 | 174 | 185 | 165 |
Avg Bars in Losers | 46 | 37 | 55 | 46 | 37 | 55 |
Bars Traded | 18959 | 8948 | 10011 | 18959 | 8948 | 10011 |
Profit Streak | 0 | 0 | 498.9473 | 0 | 0 | 498.9473 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304641 | 266353 | -534289 | -111709 | -41551 | -582854 |
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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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