Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 345031.6396 | 218689.703 | 126341.9365 | 997686.9829 | 1132045.0061 | -134358.0232 |
Total P&L (%) | 345.0316 | 218.6897 | 126.3419 | 997.687 | 1132.045 | -134.358 |
Avg Daily Profit (%) | 0.3312 | 0.2099 | 0.1213 | 0.2303 | 0.2414 | 0 |
Buy And Hold Return (%) | 12.5063 | 12.5063 | 12.5063 | 12.5063 | 12.5063 | 12.5063 |
Max Trade Drawdown | -90606 | -49065 | -64107 | -1852749 | -619884 | -1305072 |
Profit Factor | 1.7661 | 2.0039 | 1.5433 | 1.2672 | 1.7105 | 0.9372 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 75 | 34 | 41 | 75 | 34 | 41 |
Losing Trades | 91 | 49 | 42 | 91 | 49 | 42 |
Profitability (%) | 45.1807 | 40.9639 | 49.3976 | 45.1807 | 40.9639 | 49.3976 |
Ratio Avg Win / Avg Loss | 2.1429 | 2.888 | 1.5809 | 1.5376 | 2.4651 | 0.9601 |
Largest Winning Trade | 74716 | 74716 | 47796 | 606309 | 606309 | 416085 |
Largest Losing Trade | -23529 | -12918 | -23529 | -421608 | -326682 | -421608 |
Avg Bars in Trades | 148 | 135 | 161 | 148 | 135 | 161 |
Avg Bars in Winners | 232 | 219 | 243 | 232 | 219 | 243 |
Avg Bars in Losers | 79 | 76 | 81 | 79 | 76 | 81 |
Bars Traded | 24639 | 11223 | 13416 | 24639 | 11223 | 13416 |
Profit Streak | 0 | 22.4201 | 0 | 0 | 22.4201 | 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 | 399131 | 295770 | -28973 | 298312 | 300055 | -581344 |
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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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