Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 700345.0349 | 693533.9235 | 6811.1114 | 273705.5795 | 901671.2307 | -627965.6512 |
Total P&L (%) | 700.345 | 693.5339 | 6.8111 | 273.7056 | 901.6712 | -627.9657 |
Avg Daily Profit (%) | 0.3106 | 0.3076 | 0.003 | 0.0585 | 0.1022 | 0 |
Buy And Hold Return (%) | 118.2243 | 118.2243 | 118.2243 | 118.2243 | 118.2243 | 118.2243 |
Max Trade Drawdown | -203917 | -132053 | -232312 | -981918 | -567090 | -1079724 |
Profit Factor | 1.529 | 2.1462 | 1.0095 | 1.0514 | 1.3815 | 0.7883 |
Total Trades | 344 | 172 | 172 | 344 | 172 | 172 |
Winning Trades | 152 | 77 | 75 | 152 | 77 | 75 |
Losing Trades | 192 | 95 | 97 | 192 | 95 | 97 |
Profitability (%) | 44.186 | 44.7674 | 43.6047 | 44.186 | 44.7674 | 43.6047 |
Ratio Avg Win / Avg Loss | 1.9313 | 2.648 | 1.3056 | 1.328 | 1.7045 | 1.0195 |
Largest Winning Trade | 346317 | 346317 | 50882 | 497088 | 497088 | 194196 |
Largest Losing Trade | -42677 | -36308 | -42677 | -453707 | -284447 | -453707 |
Avg Bars in Trades | 38 | 36 | 41 | 38 | 36 | 41 |
Avg Bars in Winners | 56 | 51 | 62 | 56 | 51 | 62 |
Avg Bars in Losers | 24 | 24 | 24 | 24 | 24 | 24 |
Bars Traded | 13398 | 6314 | 7084 | 13398 | 6314 | 7084 |
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 | 374306 | 381394 | -566803 | -284110 | -56060 | -581253 |
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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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