Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 698471.1965 | 673978.8073 | 24492.3892 | 814547.7925 | 821720.1996 | -7172.4071 |
Total P&L (%) | 698.4712 | 673.9788 | 24.4924 | 814.5478 | 821.7202 | -7.1724 |
Avg Daily Profit (%) | 0.3216 | 0.3103 | 0.0113 | 0.102 | 0.1023 | -0.0034 |
Buy And Hold Return (%) | 213.4172 | 213.4172 | 213.4172 | 213.4172 | 213.4172 | 213.4172 |
Max Trade Drawdown | -158160 | -157168 | -27819 | -4306415 | -4166972 | -828088 |
Profit Factor | 2.0077 | 2.124 | 1.2619 | 1.0443 | 1.0518 | 0.9971 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 112 | 60 | 52 | 112 | 60 | 52 |
Losing Trades | 61 | 26 | 35 | 61 | 26 | 35 |
Profitability (%) | 64.7399 | 69.7674 | 59.7701 | 64.7399 | 69.7674 | 59.7701 |
Ratio Avg Win / Avg Loss | 1.0935 | 0.9204 | 0.8493 | 0.5688 | 0.4558 | 0.6711 |
Largest Winning Trade | 226230 | 226230 | 6966 | 1645260 | 1645260 | 306327 |
Largest Losing Trade | -75791 | -75791 | -14129 | -2123707 | -2123707 | -549770 |
Avg Bars in Trades | 71 | 142 | 1 | 71 | 142 | 1 |
Avg Bars in Winners | 49 | 90 | 1 | 49 | 90 | 1 |
Avg Bars in Losers | 113 | 263 | 1 | 113 | 263 | 1 |
Bars Traded | 12401 | 12269 | 131 | 12401 | 12269 | 131 |
Profit Streak | 0 | 3.2528 | 0 | 0 | 3.2528 | 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 | 422255 | 319621 | -344141 | -229437 | -221948 | -579555 |
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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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