Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 832903.2736 | 873876.4062 | -40973.1326 | 115669.4715 | 38651.3361 | 77018.1354 |
Total P&L (%) | 832.9033 | 873.8764 | -40.9731 | 115.6695 | 38.6513 | 77.0181 |
Avg Daily Profit (%) | 0.4667 | 0.4897 | -0.023 | 0.0431 | 0.0183 | 0.032 |
Buy And Hold Return (%) | 277.5838 | 277.5838 | 277.5838 | 277.5838 | 277.5838 | 277.5838 |
Max Trade Drawdown | -161259 | -161946 | -178692 | -3679325 | -3105035 | -1302484 |
Profit Factor | 1.6193 | 2.3672 | 0.9419 | 1.0095 | 1.006 | 1.0134 |
Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
Winning Trades | 98 | 46 | 52 | 98 | 46 | 52 |
Losing Trades | 144 | 75 | 69 | 144 | 75 | 69 |
Profitability (%) | 40.4959 | 38.0165 | 42.9752 | 40.4959 | 38.0165 | 42.9752 |
Ratio Avg Win / Avg Loss | 2.3794 | 3.8596 | 1.2499 | 1.4833 | 1.6402 | 1.3447 |
Largest Winning Trade | 488141 | 488141 | 33388 | 962619 | 962619 | 891857 |
Largest Losing Trade | -41249 | -36799 | -41249 | -1361405 | -1361405 | -650414 |
Avg Bars in Trades | 87 | 89 | 85 | 87 | 89 | 85 |
Avg Bars in Winners | 123 | 129 | 118 | 123 | 129 | 118 |
Avg Bars in Losers | 62 | 64 | 59 | 62 | 64 | 59 |
Bars Traded | 21104 | 10818 | 10286 | 21104 | 10818 | 10286 |
Profit Streak | 19.4734 | 22.4734 | 0 | 19.4734 | 22.4734 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302402 | 277118 | -582075 | -513137 | -551373 | -524627 |
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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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