Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 639648.1498 | 610379.1816 | 29268.9682 | 284424.6763 | 868258.0083 | -583833.332 |
Total P&L (%) | 639.6482 | 610.3792 | 29.269 | 284.4247 | 868.258 | -583.8333 |
Avg Daily Profit (%) | 0.307 | 0.293 | 0.014 | 0.0647 | 0.109 | 0 |
Buy And Hold Return (%) | 81.3505 | 81.3505 | 81.3505 | 81.3505 | 81.3505 | 81.3505 |
Max Trade Drawdown | -175288 | -130051 | -116219 | -1485651 | -914376 | -1149553 |
Profit Factor | 1.7115 | 2.3529 | 1.0654 | 1.0538 | 1.3638 | 0.7985 |
Total Trades | 294 | 147 | 147 | 294 | 147 | 147 |
Winning Trades | 136 | 63 | 73 | 136 | 63 | 73 |
Losing Trades | 158 | 84 | 74 | 158 | 84 | 74 |
Profitability (%) | 46.2585 | 42.8571 | 49.6599 | 46.2585 | 42.8571 | 49.6599 |
Ratio Avg Win / Avg Loss | 1.9883 | 3.1372 | 1.0799 | 1.2243 | 1.8184 | 0.8095 |
Largest Winning Trade | 299200 | 299200 | 52807 | 707375 | 707375 | 273194 |
Largest Losing Trade | -39590 | -27963 | -39590 | -502898 | -140946 | -502898 |
Avg Bars in Trades | 83 | 75 | 90 | 83 | 75 | 90 |
Avg Bars in Winners | 121 | 108 | 131 | 121 | 108 | 131 |
Avg Bars in Losers | 50 | 51 | 49 | 50 | 51 | 49 |
Bars Traded | 24407 | 11143 | 13264 | 24407 | 11143 | 13264 |
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 | 442032 | 373356 | -488788 | -270509 | -48367 | -581075 |
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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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