Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 315732.9483 | 293967.3941 | 21765.5542 | 56582.5964 | 144367.7159 | -87785.1195 |
Total P&L (%) | 315.7329 | 293.9674 | 21.7656 | 56.5826 | 144.3677 | -87.7851 |
Avg Daily Profit (%) | 0.3031 | 0.2822 | 0.0209 | 0.0431 | 0.0858 | -0.2016 |
Buy And Hold Return (%) | 16.6616 | 16.6616 | 16.6616 | 16.6616 | 16.6616 | 16.6616 |
Max Trade Drawdown | -129223 | -83194 | -95775 | -506511 | -297422 | -453902 |
Profit Factor | 1.4285 | 1.7897 | 1.0597 | 1.0193 | 1.0989 | 0.9404 |
Total Trades | 369 | 184 | 185 | 369 | 184 | 185 |
Winning Trades | 154 | 72 | 82 | 154 | 72 | 82 |
Losing Trades | 215 | 112 | 103 | 215 | 112 | 103 |
Profitability (%) | 41.7344 | 39.1304 | 44.3243 | 41.7344 | 39.1304 | 44.3243 |
Ratio Avg Win / Avg Loss | 1.9943 | 2.784 | 1.3311 | 1.423 | 1.7094 | 1.1812 |
Largest Winning Trade | 353625 | 353625 | 36208 | 411906 | 411906 | 102601 |
Largest Losing Trade | -22402 | -13011 | -22402 | -107504 | -58441 | -107504 |
Avg Bars in Trades | 67 | 58 | 75 | 67 | 58 | 75 |
Avg Bars in Winners | 99 | 87 | 111 | 99 | 87 | 111 |
Avg Bars in Losers | 43 | 40 | 47 | 43 | 40 | 47 |
Bars Traded | 24809 | 10765 | 14043 | 24809 | 10765 | 14043 |
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 | 331103 | 284368 | -392074 | -338744 | -192859 | -580905 |
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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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