Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 612318.468 | 590856.8653 | 21461.6027 | 500056.5578 | 960182.0573 | -460125.4995 |
Total P&L (%) | 612.3185 | 590.8569 | 21.4616 | 500.0566 | 960.1821 | -460.1255 |
Avg Daily Profit (%) | 0.2449 | 0.2363 | 0.0086 | 0.0717 | 0.0945 | 0 |
Buy And Hold Return (%) | 229.5462 | 229.5462 | 229.5462 | 229.5462 | 229.5462 | 229.5462 |
Max Trade Drawdown | -157744 | -72849 | -110913 | -3124336 | -1189446 | -2606452 |
Profit Factor | 1.788 | 2.7154 | 1.0496 | 1.042 | 1.1766 | 0.9289 |
Total Trades | 187 | 94 | 93 | 187 | 94 | 93 |
Winning Trades | 94 | 49 | 45 | 94 | 49 | 45 |
Losing Trades | 93 | 45 | 48 | 93 | 45 | 48 |
Profitability (%) | 50.2674 | 52.1277 | 48.3871 | 50.2674 | 52.1277 | 48.3871 |
Ratio Avg Win / Avg Loss | 1.769 | 2.4937 | 1.1196 | 1.0309 | 1.0805 | 0.9908 |
Largest Winning Trade | 400975 | 400975 | 45039 | 932837 | 932837 | 890682 |
Largest Losing Trade | -50695 | -24378 | -50695 | -1637907 | -635954 | -1637907 |
Avg Bars in Trades | 26 | 25 | 27 | 26 | 25 | 27 |
Avg Bars in Winners | 36 | 30 | 41 | 36 | 30 | 41 |
Avg Bars in Losers | 16 | 19 | 13 | 16 | 19 | 13 |
Bars Traded | 4899 | 2370 | 2529 | 4899 | 2370 | 2529 |
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 | 349125 | 370432 | -513744 | -275527 | -94513 | -581433 |
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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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