Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 529035.7967 | 523018.1393 | 6017.6574 | 131976.17 | 376945.7896 | -244969.6196 |
Total P&L (%) | 529.0358 | 523.0181 | 6.0177 | 131.9762 | 376.9458 | -244.9696 |
Avg Daily Profit (%) | 0.2539 | 0.251 | 0.0029 | 0.0404 | 0.075 | 0 |
Buy And Hold Return (%) | 34.8777 | 34.8777 | 34.8777 | 34.8777 | 34.8777 | 34.8777 |
Max Trade Drawdown | -157972 | -113789 | -161261 | -1386262 | -1039870 | -765854 |
Profit Factor | 1.4833 | 1.9902 | 1.0106 | 1.0233 | 1.1381 | 0.9165 |
Total Trades | 386 | 193 | 193 | 386 | 193 | 193 |
Winning Trades | 150 | 74 | 76 | 150 | 74 | 76 |
Losing Trades | 236 | 119 | 117 | 236 | 119 | 117 |
Profitability (%) | 38.8601 | 38.342 | 39.3782 | 38.8601 | 38.342 | 39.3782 |
Ratio Avg Win / Avg Loss | 2.3337 | 3.2004 | 1.5558 | 1.61 | 1.8303 | 1.4109 |
Largest Winning Trade | 316825 | 316825 | 60449 | 608966 | 511329 | 608966 |
Largest Losing Trade | -32349 | -20295 | -32349 | -266517 | -266517 | -264269 |
Avg Bars in Trades | 63 | 59 | 68 | 63 | 59 | 68 |
Avg Bars in Winners | 99 | 88 | 110 | 99 | 88 | 110 |
Avg Bars in Losers | 41 | 41 | 40 | 41 | 41 | 40 |
Bars Traded | 24665 | 11521 | 13144 | 24665 | 11521 | 13144 |
Profit Streak | 0 | 0 | 2.1296 | 0 | 0 | 2.1296 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305974 | 294360 | -568097 | -337444 | -164328 | -584743 |
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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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