Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 531126.1298 | 520391.8276 | 10734.3022 | 352644.8053 | 734146.4892 | -381501.6839 |
Total P&L (%) | 531.1261 | 520.3918 | 10.7343 | 352.6448 | 734.1465 | -381.5017 |
Avg Daily Profit (%) | 0.3283 | 0.3216 | 0.0066 | 0.0934 | 0.1312 | 0 |
Buy And Hold Return (%) | 23.6924 | 23.6924 | 23.6924 | 23.6924 | 23.6924 | 23.6924 |
Max Trade Drawdown | -203044 | -82583 | -168527 | -944722 | -487806 | -947715 |
Profit Factor | 1.6767 | 2.3743 | 1.0264 | 1.1249 | 1.5631 | 0.7491 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 65 | 37 | 28 | 65 | 37 | 28 |
Losing Trades | 129 | 60 | 69 | 129 | 60 | 69 |
Profitability (%) | 33.5052 | 38.1443 | 28.866 | 33.5052 | 38.1443 | 28.866 |
Ratio Avg Win / Avg Loss | 3.3276 | 3.8502 | 2.5294 | 2.2324 | 2.5347 | 1.8459 |
Largest Winning Trade | 184353 | 184353 | 67854 | 528289 | 528289 | 218853 |
Largest Losing Trade | -54457 | -54457 | -38205 | -294822 | -294822 | -199699 |
Avg Bars in Trades | 97 | 99 | 96 | 97 | 99 | 96 |
Avg Bars in Winners | 210 | 191 | 235 | 210 | 191 | 235 |
Avg Bars in Losers | 41 | 42 | 40 | 41 | 42 | 40 |
Bars Traded | 18979 | 9625 | 9354 | 18979 | 9625 | 9354 |
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 | 248809 | 312980 | -553159 | -155778 | -19574 | -591071 |
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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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