Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 394472.7337 | 401976.0632 | -7503.3295 | 51795.3633 | 912778.8645 | -860983.5012 |
Total P&L (%) | 394.4727 | 401.9761 | -7.5033 | 51.7954 | 912.7789 | -860.9835 |
Avg Daily Profit (%) | 0.2127 | 0.2167 | -0.004 | 0.0225 | 0.1249 | 0 |
Buy And Hold Return (%) | 29.1843 | 29.1843 | 29.1843 | 29.1843 | 29.1843 | 29.1843 |
Max Trade Drawdown | -193416 | -178084 | -107388 | -1769157 | -1320079 | -1211813 |
Profit Factor | 1.3321 | 1.6364 | 0.9865 | 1.0075 | 1.2532 | 0.7398 |
Total Trades | 302 | 151 | 151 | 302 | 151 | 151 |
Winning Trades | 144 | 66 | 78 | 144 | 66 | 78 |
Losing Trades | 158 | 85 | 73 | 158 | 85 | 73 |
Profitability (%) | 47.6821 | 43.7086 | 51.6556 | 47.6821 | 43.7086 | 51.6556 |
Ratio Avg Win / Avg Loss | 1.4616 | 2.1075 | 0.9233 | 1.1054 | 1.614 | 0.6924 |
Largest Winning Trade | 153232 | 153232 | 33017 | 1118724 | 1118724 | 272788 |
Largest Losing Trade | -42270 | -39924 | -42270 | -617923 | -617923 | -506611 |
Avg Bars in Trades | 24 | 26 | 21 | 24 | 26 | 21 |
Avg Bars in Winners | 24 | 29 | 21 | 24 | 29 | 21 |
Avg Bars in Losers | 23 | 25 | 21 | 23 | 25 | 21 |
Bars Traded | 7274 | 4057 | 3216 | 7274 | 4057 | 3216 |
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 | 322749 | 321461 | -580049 | -382520 | -26869 | -580049 |
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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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