Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 859958.4597 | 876736.4807 | -16778.0209 | 31671.9177 | 426202.0705 | -394530.1528 |
Total P&L (%) | 859.9585 | 876.7365 | -16.778 | 31.6719 | 426.2021 | -394.5302 |
Avg Daily Profit (%) | 0.4129 | 0.4209 | -0.0081 | 0.0132 | 0.0798 | 0 |
Buy And Hold Return (%) | 67.0841 | 67.0841 | 67.0841 | 67.0841 | 67.0841 | 67.0841 |
Max Trade Drawdown | -237070 | -166027 | -234649 | -1392727 | -769341 | -712578 |
Profit Factor | 1.4974 | 1.9444 | 0.979 | 1.0101 | 1.2518 | 0.729 |
Total Trades | 342 | 171 | 171 | 342 | 171 | 171 |
Winning Trades | 167 | 79 | 88 | 167 | 79 | 88 |
Losing Trades | 175 | 92 | 83 | 175 | 92 | 83 |
Profitability (%) | 48.8304 | 46.1988 | 51.462 | 48.8304 | 46.1988 | 51.462 |
Ratio Avg Win / Avg Loss | 1.5692 | 2.2644 | 0.9234 | 1.0584 | 1.4578 | 0.6876 |
Largest Winning Trade | 525989 | 525989 | 34793 | 958847 | 958847 | 273284 |
Largest Losing Trade | -37856 | -36095 | -37856 | -279751 | -249674 | -279751 |
Avg Bars in Trades | 71 | 81 | 61 | 71 | 81 | 61 |
Avg Bars in Winners | 85 | 101 | 71 | 85 | 101 | 71 |
Avg Bars in Losers | 57 | 64 | 51 | 57 | 64 | 51 |
Bars Traded | 24498 | 13929 | 10569 | 24498 | 13929 | 10569 |
Profit Streak | 29.2076 | 29.2076 | 36.3742 | 29.2076 | 29.2076 | 36.3742 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 525516 | 468761 | -579704 | -548093 | -87704 | -579704 |
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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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