Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 664945.5419 | 654303.0615 | 10642.4804 | 771418.2818 | 855831.2483 | -84412.9665 |
Total P&L (%) | 664.9455 | 654.3031 | 10.6425 | 771.4183 | 855.8312 | -84.413 |
Avg Daily Profit (%) | 0.3192 | 0.3141 | 0.0051 | 0.104 | 0.1084 | -0.0892 |
Buy And Hold Return (%) | 232.5026 | 232.5026 | 232.5026 | 232.5026 | 232.5026 | 232.5026 |
Max Trade Drawdown | -114609 | -79163 | -137108 | -1768671 | -1431108 | -1718815 |
Profit Factor | 1.6222 | 2.3138 | 1.0186 | 1.07 | 1.1599 | 0.9851 |
Total Trades | 235 | 117 | 118 | 235 | 117 | 118 |
Winning Trades | 116 | 60 | 56 | 116 | 60 | 56 |
Losing Trades | 119 | 57 | 62 | 119 | 57 | 62 |
Profitability (%) | 49.3617 | 51.2821 | 47.4576 | 49.3617 | 51.2821 | 47.4576 |
Ratio Avg Win / Avg Loss | 1.6642 | 2.1981 | 1.1278 | 1.0977 | 1.1019 | 1.0907 |
Largest Winning Trade | 181725 | 181725 | 58520 | 761929 | 745390 | 761929 |
Largest Losing Trade | -44798 | -28579 | -44798 | -676377 | -651523 | -676377 |
Avg Bars in Trades | 104 | 97 | 112 | 104 | 97 | 112 |
Avg Bars in Winners | 118 | 106 | 130 | 118 | 106 | 130 |
Avg Bars in Losers | 92 | 87 | 96 | 92 | 87 | 96 |
Bars Traded | 24658 | 11372 | 13286 | 24658 | 11372 | 13286 |
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 | 355442 | 362348 | -553016 | -199145 | -95057 | -580340 |
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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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