Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 248329.541 | 244959.377 | 3370.164 | 122328.5763 | 308481.3285 | -186152.7523 |
Total P&L (%) | 248.3295 | 244.9594 | 3.3702 | 122.3286 | 308.4813 | -186.1528 |
Avg Daily Profit (%) | 0.2384 | 0.2352 | 0.0032 | 0.0767 | 0.1352 | 0 |
Buy And Hold Return (%) | 44.1019 | 44.1019 | 44.1019 | 44.1019 | 44.1019 | 44.1019 |
Max Trade Drawdown | -135809 | -98385 | -103189 | -585766 | -420596 | -329843 |
Profit Factor | 1.241 | 1.4026 | 1.008 | 1.0429 | 1.181 | 0.8376 |
Total Trades | 337 | 168 | 169 | 337 | 168 | 169 |
Winning Trades | 175 | 83 | 92 | 175 | 83 | 92 |
Losing Trades | 162 | 85 | 77 | 162 | 85 | 77 |
Profitability (%) | 51.9288 | 49.4048 | 54.4379 | 51.9288 | 49.4048 | 54.4379 |
Ratio Avg Win / Avg Loss | 1.1489 | 1.4364 | 0.8436 | 0.9654 | 1.2094 | 0.701 |
Largest Winning Trade | 39775 | 39775 | 28536 | 118195 | 118195 | 69887 |
Largest Losing Trade | -37131 | -37131 | -20918 | -146932 | -146932 | -89504 |
Avg Bars in Trades | 72 | 99 | 45 | 72 | 99 | 45 |
Avg Bars in Winners | 64 | 90 | 40 | 64 | 90 | 40 |
Avg Bars in Losers | 81 | 108 | 52 | 81 | 108 | 52 |
Bars Traded | 24458 | 16731 | 7727 | 24458 | 16731 | 7727 |
Profit Streak | 0 | 13.5851 | 0 | 0 | 13.5851 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315797 | 301072 | -566770 | -266791 | -33319 | -579873 |
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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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