Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 694748.5841 | 660773.512 | 33975.0721 | 672302.7454 | 1958958.4437 | -1286655.6984 |
Total P&L (%) | 694.7486 | 660.7735 | 33.9751 | 672.3027 | 1958.9584 | -1286.6557 |
Avg Daily Profit (%) | 0.3335 | 0.3172 | 0.0163 | 0.0982 | 0.1453 | 0 |
Buy And Hold Return (%) | 61.8671 | 61.8671 | 61.8671 | 61.8671 | 61.8671 | 61.8671 |
Max Trade Drawdown | -86482 | -107715 | -127751 | -2145079 | -1552470 | -1698207 |
Profit Factor | 1.6958 | 2.3931 | 1.0648 | 1.0509 | 1.2879 | 0.7987 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 75 | 35 | 40 | 75 | 35 | 40 |
Losing Trades | 85 | 45 | 40 | 85 | 45 | 40 |
Profitability (%) | 46.875 | 43.75 | 50 | 46.875 | 43.75 | 50 |
Ratio Avg Win / Avg Loss | 1.9219 | 3.0769 | 1.0648 | 1.1911 | 1.6559 | 0.7987 |
Largest Winning Trade | 217152 | 217152 | 83376 | 1297121 | 1297121 | 856760 |
Largest Losing Trade | -45251 | -29313 | -45251 | -757902 | -757902 | -691334 |
Avg Bars in Trades | 153 | 129 | 176 | 153 | 129 | 176 |
Avg Bars in Winners | 204 | 158 | 245 | 204 | 158 | 245 |
Avg Bars in Losers | 107 | 107 | 108 | 107 | 107 | 108 |
Bars Traded | 24495 | 10361 | 14134 | 24495 | 10361 | 14134 |
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 | 432531 | -8290 | -505527 | -226356 | -19430 | -600236 |
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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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