Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 706105.0283 | 720873.2348 | -14768.2065 | 54421.395 | 8141.8454 | 46279.5497 |
Total P&L (%) | 706.105 | 720.8732 | -14.7682 | 54.4214 | 8.1418 | 46.2796 |
Avg Daily Profit (%) | 0.3389 | 0.346 | -0.0071 | 0.0209 | 0.0038 | 0.0183 |
Buy And Hold Return (%) | 30.8601 | 30.8601 | 30.8601 | 30.8601 | 30.8601 | 30.8601 |
Max Trade Drawdown | -139914 | -97073 | -61243 | -937805 | -765114 | -198444 |
Profit Factor | 1.9215 | 2.2997 | 0.9302 | 1.0161 | 1.0032 | 1.0576 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Losing Trades | 96 | 50 | 46 | 96 | 50 | 46 |
Profitability (%) | 37.2549 | 34.2105 | 40.2597 | 37.2549 | 34.2105 | 40.2597 |
Ratio Avg Win / Avg Loss | 3.2363 | 4.4225 | 1.3803 | 1.7114 | 1.9292 | 1.5694 |
Largest Winning Trade | 662931 | 662931 | 27437 | 621197 | 621197 | 196150 |
Largest Losing Trade | -38056 | -38056 | -12488 | -291995 | -291995 | -117737 |
Avg Bars in Trades | 160 | 268 | 55 | 160 | 268 | 55 |
Avg Bars in Winners | 253 | 464 | 77 | 253 | 464 | 77 |
Avg Bars in Losers | 105 | 165 | 40 | 105 | 165 | 40 |
Bars Traded | 24612 | 20373 | 4240 | 24612 | 20373 | 4240 |
Profit Streak | 20.0671 | 0 | 38.1504 | 20.0671 | 0 | 38.1504 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333886 | -41934 | -624311 | -378743 | -625108 | -380003 |
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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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