Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 680316.9266 | 663242.0804 | 17074.8462 | 674067.7111 | 1209850.3501 | -535782.639 |
Total P&L (%) | 680.3169 | 663.2421 | 17.0748 | 674.0677 | 1209.8504 | -535.7826 |
Avg Daily Profit (%) | 0.2719 | 0.2651 | 0.0068 | 0.0818 | 0.1029 | 0 |
Buy And Hold Return (%) | 259.7744 | 259.7744 | 259.7744 | 259.7744 | 259.7744 | 259.7744 |
Max Trade Drawdown | -97175 | -57125 | -72180 | -1183668 | -549239 | -1025503 |
Profit Factor | 1.829 | 2.8992 | 1.0362 | 1.1187 | 1.5432 | 0.8447 |
Total Trades | 332 | 166 | 166 | 332 | 166 | 166 |
Winning Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Losing Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Profitability (%) | 45.1807 | 45.1807 | 45.1807 | 45.1807 | 45.1807 | 45.1807 |
Ratio Avg Win / Avg Loss | 2.2192 | 3.5177 | 1.2573 | 1.3574 | 1.8725 | 1.0249 |
Largest Winning Trade | 404880 | 404880 | 57944 | 866882 | 866882 | 438155 |
Largest Losing Trade | -50968 | -17460 | -50968 | -585026 | -168441 | -585026 |
Avg Bars in Trades | 44 | 43 | 44 | 44 | 43 | 44 |
Avg Bars in Winners | 68 | 59 | 76 | 68 | 59 | 76 |
Avg Bars in Losers | 24 | 31 | 17 | 24 | 31 | 17 |
Bars Traded | 14609 | 7289 | 7319 | 14609 | 7289 | 7319 |
Profit Streak | 0 | 0 | 45.0528 | 0 | 0 | 45.0528 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307233 | 326193 | -530311 | -176843 | -55763 | -579251 |
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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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