Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 702732.7481 | 699125.2116 | 3607.5365 | 706675.4769 | 760793.6123 | -54118.1354 |
Total P&L (%) | 702.7327 | 699.1252 | 3.6075 | 706.6755 | 760.7936 | -54.1181 |
Avg Daily Profit (%) | 0.3108 | 0.3092 | 0.0016 | 0.0924 | 0.0953 | -0.0345 |
Buy And Hold Return (%) | 248.5861 | 248.5861 | 248.5861 | 248.5861 | 248.5861 | 248.5861 |
Max Trade Drawdown | -172333 | -76935 | -251923 | -1183098 | -729470 | -630576 |
Profit Factor | 1.6479 | 2.5693 | 1.0056 | 1.1614 | 1.3684 | 0.9766 |
Total Trades | 199 | 100 | 99 | 199 | 100 | 99 |
Winning Trades | 95 | 43 | 52 | 95 | 43 | 52 |
Losing Trades | 104 | 57 | 47 | 104 | 57 | 47 |
Profitability (%) | 47.7387 | 43 | 52.5253 | 47.7387 | 43 | 52.5253 |
Ratio Avg Win / Avg Loss | 1.8041 | 3.4059 | 0.9089 | 1.2714 | 1.814 | 0.8827 |
Largest Winning Trade | 157690 | 157690 | 62852 | 803803 | 803803 | 395110 |
Largest Losing Trade | -52554 | -30828 | -52554 | -461062 | -308832 | -461062 |
Avg Bars in Trades | 42 | 27 | 58 | 42 | 27 | 58 |
Avg Bars in Winners | 58 | 32 | 80 | 58 | 32 | 80 |
Avg Bars in Losers | 28 | 24 | 34 | 28 | 24 | 34 |
Bars Traded | 8539 | 2759 | 5780 | 8539 | 2759 | 5780 |
Profit Streak | 0 | 0 | 11.0112 | 0 | 0 | 11.0112 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324123 | 282978 | -571762 | -115262 | -69545 | -580099 |
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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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