Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 550310.8991 | 482039.34 | 68271.5591 | 508039.883 | 326345.0252 | 181694.8578 |
Total P&L (%) | 550.3109 | 482.0393 | 68.2716 | 508.0399 | 326.345 | 181.6949 |
Avg Daily Profit (%) | 0.2642 | 0.2314 | 0.0328 | 0.0867 | 0.0696 | 0.0497 |
Buy And Hold Return (%) | 63.4728 | 63.4728 | 63.4728 | 63.4728 | 63.4728 | 63.4728 |
Max Trade Drawdown | -86632 | -84457 | -58896 | -1106174 | -1220710 | -557887 |
Profit Factor | 1.6223 | 1.9249 | 1.188 | 1.0739 | 1.0761 | 1.0703 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 82 | 36 | 46 | 82 | 36 | 46 |
Losing Trades | 95 | 52 | 43 | 95 | 52 | 43 |
Profitability (%) | 46.3277 | 40.9091 | 51.6854 | 46.3277 | 40.9091 | 51.6854 |
Ratio Avg Win / Avg Loss | 1.8795 | 2.7804 | 1.1105 | 1.2442 | 1.5543 | 1.0005 |
Largest Winning Trade | 190919 | 190919 | 30810 | 686782 | 686782 | 301098 |
Largest Losing Trade | -45396 | -45396 | -41971 | -699187 | -699187 | -346351 |
Avg Bars in Trades | 139 | 149 | 129 | 139 | 149 | 129 |
Avg Bars in Winners | 171 | 184 | 161 | 171 | 184 | 161 |
Avg Bars in Losers | 111 | 126 | 94 | 111 | 126 | 94 |
Bars Traded | 24692 | 13195 | 11497 | 24692 | 13195 | 11497 |
Profit Streak | 18.5935 | 0 | 45.2602 | 18.5935 | 0 | 45.2602 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421844 | 276850 | -304227 | -215980 | -240799 | -272025 |
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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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