Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 903117.7495 | 998802.174 | -95684.4245 | 10914.2979 | 984795.8066 | -973881.5088 |
Total P&L (%) | 903.1178 | 998.8022 | -95.6844 | 10.9143 | 984.7958 | -973.8815 |
Avg Daily Profit (%) | 0.497 | 0.5497 | -0.0527 | 0.0057 | 0.1313 | 0 |
Buy And Hold Return (%) | 542.8683 | 542.8683 | 542.8683 | 542.8683 | 542.8683 | 542.8683 |
Max Trade Drawdown | -215118 | -120446 | -121272 | -1499017 | -920272 | -978994 |
Profit Factor | 1.8536 | 2.9346 | 0.8234 | 1.0019 | 1.3648 | 0.6785 |
Total Trades | 254 | 127 | 127 | 254 | 127 | 127 |
Winning Trades | 115 | 61 | 54 | 115 | 61 | 54 |
Losing Trades | 139 | 66 | 73 | 139 | 66 | 73 |
Profitability (%) | 45.2756 | 48.0315 | 42.5197 | 45.2756 | 48.0315 | 42.5197 |
Ratio Avg Win / Avg Loss | 2.2404 | 3.1752 | 1.1131 | 1.211 | 1.4767 | 0.9172 |
Largest Winning Trade | 693923 | 693923 | 68702 | 686025 | 686025 | 267529 |
Largest Losing Trade | -45067 | -45067 | -44694 | -437258 | -437258 | -355669 |
Avg Bars in Trades | 42 | 42 | 42 | 42 | 42 | 42 |
Avg Bars in Winners | 52 | 48 | 58 | 52 | 48 | 58 |
Avg Bars in Losers | 33 | 36 | 30 | 33 | 36 | 30 |
Bars Traded | 10735 | 5348 | 5387 | 10735 | 5348 | 5387 |
Profit Streak | 0 | 27.6682 | 0 | 0 | 27.6682 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 160353 | 330951 | -582237 | -569922 | -24465 | -583904 |
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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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