Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 641049.4481 | 615563.2357 | 25486.2124 | -268942.433 | 1073228.2261 | -1342170.659 |
Total P&L (%) | 641.0494 | 615.5632 | 25.4862 | -268.9424 | 1073.2282 | -1342.1707 |
Avg Daily Profit (%) | 0.2556 | 0.2454 | 0.0102 | 0 | 0.0982 | 0 |
Buy And Hold Return (%) | 215.9555 | 215.9555 | 215.9555 | 215.9555 | 215.9555 | 215.9555 |
Max Trade Drawdown | -229707 | -135784 | -192050 | -1577194 | -198881 | -1677182 |
Profit Factor | 1.6585 | 2.3462 | 1.0494 | 0.8995 | 2.9103 | 0.3654 |
Total Trades | 287 | 144 | 143 | 287 | 144 | 143 |
Winning Trades | 133 | 67 | 66 | 150 | 75 | 75 |
Losing Trades | 154 | 77 | 77 | 137 | 69 | 68 |
Profitability (%) | 46.3415 | 46.5278 | 46.1538 | 52.2648 | 52.0833 | 52.4476 |
Ratio Avg Win / Avg Loss | 1.9204 | 2.6964 | 1.2243 | 0.8216 | 2.6775 | 0.3313 |
Largest Winning Trade | 344518 | 344518 | 46141 | 629269 | 629269 | 207830 |
Largest Losing Trade | -105599 | -30398 | -105599 | -1152575 | -95974 | -1152575 |
Avg Bars in Trades | 34 | 33 | 34 | 34 | 33 | 34 |
Avg Bars in Winners | 47 | 47 | 47 | 32 | 33 | 30 |
Avg Bars in Losers | 22 | 21 | 23 | 36 | 34 | 39 |
Bars Traded | 9854 | 4877 | 4977 | 9854 | 4877 | 4977 |
Profit Streak | 0 | 0 | 0 | 19.2383 | 19.2383 | 27.2383 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309345 | 292566 | -512928 | -577918 | -56593 | -579622 |
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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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