Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 616054.4342 | 574085.3261 | 41969.1081 | 347018.3112 | 760868.4951 | -413850.1839 |
Total P&L (%) | 616.0544 | 574.0853 | 41.9691 | 347.0183 | 760.8685 | -413.8502 |
Avg Daily Profit (%) | 0.3334 | 0.3107 | 0.0227 | 0.0811 | 0.1166 | 0 |
Buy And Hold Return (%) | 79.5841 | 79.5841 | 79.5841 | 79.5841 | 79.5841 | 79.5841 |
Max Trade Drawdown | -98494 | -98995 | -87547 | -1407665 | -1047373 | -1126221 |
Profit Factor | 1.6692 | 2.2316 | 1.0923 | 1.0438 | 1.1945 | 0.897 |
Total Trades | 199 | 100 | 99 | 199 | 100 | 99 |
Winning Trades | 74 | 32 | 42 | 74 | 32 | 42 |
Losing Trades | 125 | 68 | 57 | 125 | 68 | 57 |
Profitability (%) | 37.1859 | 32 | 42.4242 | 37.1859 | 32 | 42.4242 |
Ratio Avg Win / Avg Loss | 2.8196 | 4.7421 | 1.4825 | 1.7631 | 2.5382 | 1.2174 |
Largest Winning Trade | 398518 | 398518 | 34155 | 852534 | 852534 | 297596 |
Largest Losing Trade | -27461 | -17136 | -27461 | -442569 | -208362 | -442569 |
Avg Bars in Trades | 17 | 18 | 17 | 17 | 18 | 17 |
Avg Bars in Winners | 31 | 36 | 27 | 31 | 36 | 27 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 3520 | 1804 | 1717 | 3520 | 1804 | 1717 |
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 | 312328 | 223947 | -450204 | -261576 | -49490 | -582069 |
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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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