Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 630347.6604 | 624969.8416 | 5377.8188 | 192937.7471 | 958000.6934 | -765062.9463 |
Total P&L (%) | 630.3477 | 624.9698 | 5.3778 | 192.9377 | 958.0007 | -765.0629 |
Avg Daily Profit (%) | 0.3026 | 0.3 | 0.0026 | 0.0516 | 0.1133 | 0 |
Buy And Hold Return (%) | 79.8544 | 79.8544 | 79.8544 | 79.8544 | 79.8544 | 79.8544 |
Max Trade Drawdown | -191894 | -177069 | -157848 | -1749159 | -1266464 | -1012661 |
Profit Factor | 1.5115 | 2.0109 | 1.0088 | 1.034 | 1.3374 | 0.7307 |
Total Trades | 279 | 139 | 140 | 279 | 139 | 140 |
Winning Trades | 122 | 55 | 67 | 122 | 55 | 67 |
Losing Trades | 157 | 84 | 73 | 157 | 84 | 73 |
Profitability (%) | 43.7276 | 39.5683 | 47.8571 | 43.7276 | 39.5683 | 47.8571 |
Ratio Avg Win / Avg Loss | 1.9451 | 3.0712 | 1.0991 | 1.3306 | 2.0425 | 0.7961 |
Largest Winning Trade | 205415 | 205415 | 60322 | 1275490 | 1275490 | 200250 |
Largest Losing Trade | -42084 | -42084 | -33873 | -320139 | -297414 | -320139 |
Avg Bars in Trades | 88 | 86 | 89 | 88 | 86 | 89 |
Avg Bars in Winners | 135 | 153 | 120 | 135 | 153 | 120 |
Avg Bars in Losers | 51 | 43 | 60 | 51 | 43 | 60 |
Bars Traded | 24603 | 12088 | 12515 | 24603 | 12088 | 12515 |
Profit Streak | 17.2631 | 0 | 26.0964 | 17.2631 | 0 | 26.0964 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395673 | 304958 | -566513 | -311690 | -44148 | -581252 |
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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) |
---|