Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 455934.555 | 405346.0926 | 50588.4623 | 133300.0609 | 318173.3166 | -184873.2557 |
Total P&L (%) | 455.9346 | 405.3461 | 50.5885 | 133.3001 | 318.1733 | -184.8733 |
Avg Daily Profit (%) | 0.2408 | 0.2141 | 0.0267 | 0.0447 | 0.0756 | 0 |
Buy And Hold Return (%) | 21.5706 | 21.5706 | 21.5706 | 21.5706 | 21.5706 | 21.5706 |
Max Trade Drawdown | -163713 | -130819 | -147859 | -883624 | -705924 | -447449 |
Profit Factor | 1.3173 | 1.4916 | 1.0826 | 1.0242 | 1.1021 | 0.9228 |
Total Trades | 371 | 185 | 186 | 371 | 185 | 186 |
Winning Trades | 176 | 77 | 99 | 176 | 77 | 99 |
Losing Trades | 195 | 108 | 87 | 195 | 108 | 87 |
Profitability (%) | 47.4394 | 41.6216 | 53.2258 | 47.4394 | 41.6216 | 53.2258 |
Ratio Avg Win / Avg Loss | 1.4595 | 2.0921 | 0.9514 | 1.1348 | 1.5458 | 0.8109 |
Largest Winning Trade | 102998 | 102998 | 36587 | 428159 | 428159 | 203940 |
Largest Losing Trade | -55703 | -42526 | -55703 | -266166 | -266166 | -176925 |
Avg Bars in Trades | 15 | 23 | 6 | 15 | 23 | 6 |
Avg Bars in Winners | 18 | 33 | 7 | 18 | 33 | 7 |
Avg Bars in Losers | 11 | 16 | 5 | 11 | 16 | 5 |
Bars Traded | 5606 | 4377 | 1229 | 5606 | 4377 | 1229 |
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 | 337700 | 271425 | -291980 | -326388 | -201689 | -579663 |
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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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