Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 459608.4463 | 449321.063 | 10287.3832 | 58582.2657 | 661694.73 | -603112.4643 |
Total P&L (%) | 459.6084 | 449.3211 | 10.2874 | 58.5823 | 661.6947 | -603.1125 |
Avg Daily Profit (%) | 0.2841 | 0.2777 | 0.0064 | 0.0285 | 0.1256 | 0 |
Buy And Hold Return (%) | 25.848 | 25.848 | 25.848 | 25.848 | 25.848 | 25.848 |
Max Trade Drawdown | -114158 | -111015 | -109596 | -1170708 | -906974 | -955410 |
Profit Factor | 1.3511 | 1.5887 | 1.0188 | 1.008 | 1.1596 | 0.8125 |
Total Trades | 314 | 157 | 157 | 314 | 157 | 157 |
Winning Trades | 130 | 69 | 61 | 130 | 69 | 61 |
Losing Trades | 184 | 88 | 96 | 184 | 88 | 96 |
Profitability (%) | 41.4013 | 43.949 | 38.8535 | 41.4013 | 43.949 | 38.8535 |
Ratio Avg Win / Avg Loss | 1.9123 | 2.0262 | 1.6034 | 1.4266 | 1.479 | 1.2787 |
Largest Winning Trade | 147132 | 147132 | 35235 | 557136 | 557136 | 216707 |
Largest Losing Trade | -32442 | -32442 | -29535 | -275231 | -275231 | -234392 |
Avg Bars in Trades | 61 | 81 | 40 | 61 | 81 | 40 |
Avg Bars in Winners | 83 | 100 | 63 | 83 | 100 | 63 |
Avg Bars in Losers | 45 | 67 | 25 | 45 | 67 | 25 |
Bars Traded | 19205 | 12849 | 6356 | 19205 | 12849 | 6356 |
Profit Streak | 0 | 0 | 498.314 | 0 | 0 | 498.314 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 293217 | 329713 | -551898 | -373391 | -71972 | -582218 |
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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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