Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 721496.8367 | 682913.5683 | 38583.2683 | 1253202.5916 | 642287.1162 | 610915.4754 |
Total P&L (%) | 721.4968 | 682.9136 | 38.5833 | 1253.2026 | 642.2871 | 610.9155 |
Avg Daily Profit (%) | 0.3314 | 0.3137 | 0.0177 | 0.1197 | 0.0921 | 0.0901 |
Buy And Hold Return (%) | 179.1469 | 179.1469 | 179.1469 | 179.1469 | 179.1469 | 179.1469 |
Max Trade Drawdown | -160164 | -160216 | -15433 | -6801768 | -6433974 | -559237 |
Profit Factor | 1.8895 | 1.9584 | 1.3916 | 1.0586 | 1.0334 | 1.283 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Losing Trades | 76 | 37 | 39 | 76 | 37 | 39 |
Profitability (%) | 55.5556 | 56.4706 | 54.6512 | 55.5556 | 56.4706 | 54.6512 |
Ratio Avg Win / Avg Loss | 1.5116 | 1.5096 | 1.1547 | 0.8469 | 0.7966 | 1.0646 |
Largest Winning Trade | 152004 | 152004 | 13953 | 2193501 | 2193501 | 351439 |
Largest Losing Trade | -73636 | -73636 | -8650 | -2225681 | -2225681 | -314477 |
Avg Bars in Trades | 48 | 95 | 2 | 48 | 95 | 2 |
Avg Bars in Winners | 37 | 71 | 2 | 37 | 71 | 2 |
Avg Bars in Losers | 62 | 125 | 2 | 62 | 125 | 2 |
Bars Traded | 8281 | 8100 | 181 | 8281 | 8100 | 181 |
Profit Streak | 5.8878 | 0 | 152.1378 | 5.8878 | 0 | 152.1378 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 463156 | 390679 | -332310 | -188155 | -257079 | -72975 |
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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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