Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 849789.8764 | 972546.8301 | -122756.9537 | -64456.643 | 478053.0608 | -542509.7037 |
Total P&L (%) | 849.7899 | 972.5468 | -122.757 | -64.4566 | 478.0531 | -542.5097 |
Avg Daily Profit (%) | 0.4749 | 0.5435 | -0.0686 | -0.0578 | 0.0981 | 0 |
Buy And Hold Return (%) | 324.2485 | 324.2485 | 324.2485 | 324.2485 | 324.2485 | 324.2485 |
Max Trade Drawdown | -210905 | -179263 | -177671 | -1367565 | -891991 | -826888 |
Profit Factor | 1.5635 | 2.2117 | 0.826 | 0.9857 | 1.2092 | 0.7554 |
Total Trades | 337 | 168 | 169 | 337 | 168 | 169 |
Winning Trades | 136 | 70 | 66 | 136 | 70 | 66 |
Losing Trades | 201 | 98 | 103 | 201 | 98 | 103 |
Profitability (%) | 40.3561 | 41.6667 | 39.0533 | 40.3561 | 41.6667 | 39.0533 |
Ratio Avg Win / Avg Loss | 2.3107 | 3.0964 | 1.2891 | 1.4568 | 1.6928 | 1.1788 |
Largest Winning Trade | 758947 | 758947 | 39731 | 750061 | 750061 | 245356 |
Largest Losing Trade | -44192 | -35019 | -44192 | -326879 | -170702 | -326879 |
Avg Bars in Trades | 62 | 71 | 53 | 62 | 71 | 53 |
Avg Bars in Winners | 81 | 95 | 67 | 81 | 95 | 67 |
Avg Bars in Losers | 49 | 54 | 44 | 49 | 54 | 44 |
Bars Traded | 21090 | 12068 | 9022 | 21090 | 12068 | 9022 |
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 | 279215 | 329571 | -583038 | -581099 | -82486 | -583038 |
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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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