Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296147.2881 | 282085.8607 | 14061.4274 | 73936.0581 | 294633.2845 | -220697.2265 |
Total P&L (%) | 296.1473 | 282.0859 | 14.0614 | 73.9361 | 294.6333 | -220.6972 |
Avg Daily Profit (%) | 0.2432 | 0.2317 | 0.0115 | 0.0455 | 0.1128 | 0 |
Buy And Hold Return (%) | 24.8113 | 24.8113 | 24.8113 | 24.8113 | 24.8113 | 24.8113 |
Max Trade Drawdown | -133839 | -130464 | -80386 | -1094612 | -818737 | -594068 |
Profit Factor | 1.3363 | 1.6548 | 1.0313 | 1.0138 | 1.1167 | 0.9218 |
Total Trades | 338 | 169 | 169 | 338 | 169 | 169 |
Winning Trades | 164 | 78 | 86 | 164 | 78 | 86 |
Losing Trades | 174 | 91 | 83 | 174 | 91 | 83 |
Profitability (%) | 48.5207 | 46.1538 | 50.8876 | 48.5207 | 46.1538 | 50.8876 |
Ratio Avg Win / Avg Loss | 1.4178 | 1.9306 | 0.9953 | 1.0756 | 1.3028 | 0.8896 |
Largest Winning Trade | 182560 | 182560 | 31206 | 700638 | 700638 | 194683 |
Largest Losing Trade | -33127 | -19397 | -33127 | -247843 | -181879 | -247843 |
Avg Bars in Trades | 41 | 39 | 44 | 41 | 39 | 44 |
Avg Bars in Winners | 54 | 47 | 60 | 54 | 47 | 60 |
Avg Bars in Losers | 30 | 32 | 27 | 30 | 32 | 27 |
Bars Traded | 14111 | 6635 | 7476 | 14111 | 6635 | 7476 |
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 | 341589 | 354962 | -530543 | -339429 | -135738 | -580333 |
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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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