Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 616169.5524 | 584826.6559 | 31342.8965 | 165215.9096 | 347241.5926 | -182025.6831 |
Total P&L (%) | 616.1696 | 584.8267 | 31.3429 | 165.2159 | 347.2416 | -182.0257 |
Avg Daily Profit (%) | 0.2466 | 0.234 | 0.0125 | 0.039 | 0.06 | 0 |
Buy And Hold Return (%) | 126.1854 | 126.1854 | 126.1854 | 126.1854 | 126.1854 | 126.1854 |
Max Trade Drawdown | -130469 | -67093 | -149508 | -338563 | -109621 | -328967 |
Profit Factor | 1.5576 | 2.181 | 1.0514 | 1.1107 | 1.5647 | 0.7927 |
Total Trades | 320 | 160 | 160 | 320 | 160 | 160 |
Winning Trades | 156 | 73 | 83 | 156 | 73 | 83 |
Losing Trades | 164 | 87 | 77 | 164 | 87 | 77 |
Profitability (%) | 48.75 | 45.625 | 51.875 | 48.75 | 45.625 | 51.875 |
Ratio Avg Win / Avg Loss | 1.6375 | 2.5993 | 0.9754 | 1.1676 | 1.8648 | 0.7354 |
Largest Winning Trade | 384157 | 384157 | 37218 | 153825 | 153825 | 42943 |
Largest Losing Trade | -77848 | -31408 | -77848 | -198943 | -81327 | -198943 |
Avg Bars in Trades | 46 | 39 | 54 | 46 | 39 | 54 |
Avg Bars in Winners | 64 | 54 | 72 | 64 | 54 | 72 |
Avg Bars in Losers | 29 | 26 | 34 | 29 | 26 | 34 |
Bars Traded | 14905 | 6246 | 8659 | 14905 | 6246 | 8659 |
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 | 394376 | 338446 | -506994 | -307928 | -114804 | -580252 |
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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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