Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 617436.062 | 626862.2302 | -9426.1683 | -61843.1879 | 352735.1321 | -414578.32 |
Total P&L (%) | 617.4361 | 626.8622 | -9.4262 | -61.8432 | 352.7351 | -414.5783 |
Avg Daily Profit (%) | 0.2468 | 0.2506 | -0.0038 | -0.0385 | 0.0604 | 0 |
Buy And Hold Return (%) | 246.3525 | 246.3525 | 246.3525 | 246.3525 | 246.3525 | 246.3525 |
Max Trade Drawdown | -171575 | -104077 | -227995 | -361403 | -46558 | -507768 |
Profit Factor | 1.6712 | 2.5324 | 0.9815 | 0.9192 | 5.3042 | 0.3936 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 97 | 47 | 50 | 97 | 47 | 50 |
Losing Trades | 97 | 50 | 47 | 97 | 50 | 47 |
Profitability (%) | 50 | 48.4536 | 51.5464 | 50 | 48.4536 | 51.5464 |
Ratio Avg Win / Avg Loss | 1.6712 | 2.6941 | 0.9227 | 0.9192 | 5.6428 | 0.37 |
Largest Winning Trade | 384687 | 384687 | 44780 | 130314 | 130314 | 70961 |
Largest Losing Trade | -96563 | -29715 | -96563 | -304848 | -22646 | -304848 |
Avg Bars in Trades | 50 | 50 | 49 | 50 | 50 | 49 |
Avg Bars in Winners | 61 | 60 | 62 | 61 | 60 | 62 |
Avg Bars in Losers | 38 | 40 | 37 | 38 | 40 | 37 |
Bars Traded | 9742 | 4901 | 4841 | 9742 | 4901 | 4841 |
Profit Streak | 0 | 0 | 89.227 | 0 | 0 | 89.227 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326496 | 319857 | -579912 | -579762 | -136607 | -579912 |
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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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