Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 637261.5329 | 633883.0502 | 3378.4827 | 434927.7138 | 1130228.4366 | -695300.7228 |
Total P&L (%) | 637.2615 | 633.8831 | 3.3785 | 434.9277 | 1130.2284 | -695.3007 |
Avg Daily Profit (%) | 0.2549 | 0.2536 | 0.0014 | 0.0671 | 0.1005 | 0 |
Buy And Hold Return (%) | 242.4812 | 242.4812 | 242.4812 | 242.4812 | 242.4812 | 242.4812 |
Max Trade Drawdown | -213092 | -100013 | -122150 | -7376918 | -4236362 | -3797195 |
Profit Factor | 1.6285 | 2.3365 | 1.0063 | 1.0181 | 1.0938 | 0.9418 |
Total Trades | 338 | 169 | 169 | 338 | 169 | 169 |
Winning Trades | 151 | 80 | 71 | 151 | 80 | 71 |
Losing Trades | 187 | 89 | 98 | 187 | 89 | 98 |
Profitability (%) | 44.6746 | 47.3373 | 42.0118 | 44.6746 | 47.3373 | 42.0118 |
Ratio Avg Win / Avg Loss | 2.0168 | 2.5994 | 1.3889 | 1.2609 | 1.2168 | 1.2999 |
Largest Winning Trade | 445675 | 445675 | 47449 | 2686706 | 2686706 | 1333762 |
Largest Losing Trade | -42490 | -19948 | -42490 | -1361095 | -1361095 | -1257601 |
Avg Bars in Trades | 43 | 39 | 47 | 43 | 39 | 47 |
Avg Bars in Winners | 62 | 52 | 74 | 62 | 52 | 74 |
Avg Bars in Losers | 27 | 26 | 28 | 27 | 26 | 28 |
Bars Traded | 14627 | 6592 | 8035 | 14627 | 6592 | 8035 |
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 | 282429 | 316278 | -573198 | -312486 | -178160 | -581888 |
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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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