Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 508937.9209 | 485022.5129 | 23915.408 | 198810.0922 | 762556.5851 | -563746.4929 |
Total P&L (%) | 508.9379 | 485.0225 | 23.9154 | 198.8101 | 762.5566 | -563.7465 |
Avg Daily Profit (%) | 0.203 | 0.1935 | 0.0095 | 0.0437 | 0.086 | 0 |
Buy And Hold Return (%) | 28.5714 | 28.5714 | 28.5714 | 28.5714 | 28.5714 | 28.5714 |
Max Trade Drawdown | -156818 | -98848 | -133474 | -1333550 | -889920 | -800380 |
Profit Factor | 1.4507 | 1.9314 | 1.0393 | 1.0323 | 1.2475 | 0.8167 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 75 | 34 | 41 | 75 | 34 | 41 |
Losing Trades | 97 | 52 | 45 | 97 | 52 | 45 |
Profitability (%) | 43.6047 | 39.5349 | 47.6744 | 43.6047 | 39.5349 | 47.6744 |
Ratio Avg Win / Avg Loss | 1.8762 | 2.954 | 1.1407 | 1.3351 | 1.908 | 0.8963 |
Largest Winning Trade | 163615 | 163615 | 52959 | 656869 | 656869 | 178410 |
Largest Losing Trade | -44192 | -24868 | -44192 | -216908 | -194504 | -216908 |
Avg Bars in Trades | 27 | 19 | 36 | 27 | 19 | 36 |
Avg Bars in Winners | 44 | 30 | 55 | 44 | 30 | 55 |
Avg Bars in Losers | 14 | 11 | 18 | 14 | 11 | 18 |
Bars Traded | 4761 | 1643 | 3117 | 4761 | 1643 | 3117 |
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 | 319360 | 256224 | -524390 | -320898 | -80960 | -582006 |
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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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