Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 915866.7325 | 957803.1019 | -41936.3693 | 120206.5114 | 341902.8715 | -221696.3601 |
Total P&L (%) | 915.8667 | 957.8031 | -41.9364 | 120.2065 | 341.9029 | -221.6964 |
Avg Daily Profit (%) | 0.4882 | 0.5106 | -0.0224 | 0.0421 | 0.0792 | 0 |
Buy And Hold Return (%) | 310.6166 | 310.6166 | 310.6166 | 310.6166 | 310.6166 | 310.6166 |
Max Trade Drawdown | -171422 | -186758 | -156508 | -1176460 | -1032127 | -439088 |
Profit Factor | 1.6703 | 2.2298 | 0.9286 | 1.0303 | 1.1417 | 0.8574 |
Total Trades | 342 | 171 | 171 | 342 | 171 | 171 |
Winning Trades | 141 | 65 | 76 | 141 | 65 | 76 |
Losing Trades | 201 | 106 | 95 | 201 | 106 | 95 |
Profitability (%) | 41.2281 | 38.0117 | 44.4444 | 41.2281 | 38.0117 | 44.4444 |
Ratio Avg Win / Avg Loss | 2.3811 | 3.6363 | 1.1608 | 1.4687 | 1.8619 | 1.0718 |
Largest Winning Trade | 647847 | 647847 | 29194 | 1058226 | 1058226 | 84350 |
Largest Losing Trade | -30601 | -30601 | -27560 | -205435 | -159781 | -205435 |
Avg Bars in Trades | 16 | 17 | 15 | 16 | 17 | 15 |
Avg Bars in Winners | 23 | 27 | 20 | 23 | 27 | 20 |
Avg Bars in Losers | 10 | 11 | 10 | 10 | 11 | 10 |
Bars Traded | 5532 | 2948 | 2584 | 5532 | 2948 | 2584 |
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 | 329859 | 282770 | -580653 | -491014 | -289186 | -580653 |
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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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