Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 458977.5246 | 485724.04 | -26746.5154 | 30060.6335 | 254098.2762 | -224037.6427 |
Total P&L (%) | 458.9775 | 485.724 | -26.7465 | 30.0606 | 254.0983 | -224.0376 |
Avg Daily Profit (%) | 0.2204 | 0.2332 | -0.0128 | 0.0126 | 0.0607 | 0 |
Buy And Hold Return (%) | 58.082 | 58.082 | 58.082 | 58.082 | 58.082 | 58.082 |
Max Trade Drawdown | -150713 | -62858 | -101322 | -909596 | -389322 | -583586 |
Profit Factor | 1.4512 | 2.059 | 0.9521 | 1.0079 | 1.152 | 0.8943 |
Total Trades | 368 | 184 | 184 | 368 | 184 | 184 |
Winning Trades | 161 | 74 | 87 | 161 | 74 | 87 |
Losing Trades | 207 | 110 | 97 | 207 | 110 | 97 |
Profitability (%) | 43.75 | 40.2174 | 47.2826 | 43.75 | 40.2174 | 47.2826 |
Ratio Avg Win / Avg Loss | 1.8658 | 3.0607 | 1.0616 | 1.2959 | 1.7124 | 0.9971 |
Largest Winning Trade | 444317 | 444317 | 45917 | 411919 | 411919 | 170989 |
Largest Losing Trade | -41779 | -17214 | -41779 | -280085 | -90583 | -280085 |
Avg Bars in Trades | 66 | 53 | 79 | 66 | 53 | 79 |
Avg Bars in Winners | 101 | 83 | 115 | 101 | 83 | 115 |
Avg Bars in Losers | 39 | 33 | 47 | 39 | 33 | 47 |
Bars Traded | 24497 | 9868 | 14629 | 24497 | 9868 | 14629 |
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 | 338674 | 303225 | -579760 | -554068 | -169341 | -581426 |
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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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