Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 599065.0054 | 521357.9437 | 77707.0617 | 485957.9037 | 790134.9416 | -304177.0379 |
Total P&L (%) | 599.065 | 521.3579 | 77.7071 | 485.9579 | 790.1349 | -304.177 |
Avg Daily Profit (%) | 0.3118 | 0.2713 | 0.0404 | 0.0921 | 0.1138 | 0 |
Buy And Hold Return (%) | 18.6989 | 18.6989 | 18.6989 | 18.6989 | 18.6989 | 18.6989 |
Max Trade Drawdown | -159091 | -138908 | -106928 | -1959466 | -904933 | -1215644 |
Profit Factor | 1.4133 | 1.8429 | 1.0935 | 1.0775 | 1.3058 | 0.9176 |
Total Trades | 266 | 133 | 133 | 266 | 133 | 133 |
Winning Trades | 129 | 69 | 60 | 129 | 69 | 60 |
Losing Trades | 137 | 64 | 73 | 137 | 64 | 73 |
Profitability (%) | 48.4962 | 51.8797 | 45.1128 | 48.4962 | 51.8797 | 45.1128 |
Ratio Avg Win / Avg Loss | 1.501 | 1.7093 | 1.3305 | 1.1443 | 1.2112 | 1.1164 |
Largest Winning Trade | 158278 | 158278 | 39960 | 365956 | 361611 | 365956 |
Largest Losing Trade | -41220 | -31353 | -41220 | -732953 | -480377 | -732953 |
Avg Bars in Trades | 14 | 12 | 15 | 14 | 12 | 15 |
Avg Bars in Winners | 17 | 13 | 21 | 17 | 13 | 21 |
Avg Bars in Losers | 10 | 12 | 9 | 10 | 12 | 9 |
Bars Traded | 3749 | 1727 | 2022 | 3749 | 1727 | 2022 |
Profit Streak | 0 | 17.2041 | 0 | 0 | 17.2041 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 430740 | 469219 | -260441 | -204304 | -39592 | -580935 |
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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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