Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 372404.0297 | 333438.8408 | 38965.1888 | 504630.6018 | 947128.129 | -442497.5272 |
Total P&L (%) | 372.404 | 333.4388 | 38.9652 | 504.6306 | 947.1281 | -442.4975 |
Avg Daily Profit (%) | 0.4192 | 0.3754 | 0.0439 | 0.2028 | 0.2647 | 0 |
Buy And Hold Return (%) | 165.9627 | 165.9627 | 165.9627 | 165.9627 | 165.9627 | 165.9627 |
Max Trade Drawdown | -113805 | -82687 | -50969 | -1070976 | -558596 | -641106 |
Profit Factor | 1.6393 | 1.8291 | 1.216 | 1.1849 | 1.5561 | 0.5686 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Losing Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Profitability (%) | 50.2825 | 50 | 50.5618 | 50.2825 | 50 | 50.5618 |
Ratio Avg Win / Avg Loss | 1.6208 | 1.8291 | 1.189 | 1.1716 | 1.5561 | 0.5559 |
Largest Winning Trade | 116740 | 116740 | 22460 | 664672 | 664672 | 58176 |
Largest Losing Trade | -29883 | -27032 | -29883 | -431753 | -218578 | -431753 |
Avg Bars in Trades | 29 | 50 | 8 | 29 | 50 | 8 |
Avg Bars in Winners | 33 | 58 | 8 | 33 | 58 | 8 |
Avg Bars in Losers | 25 | 42 | 8 | 25 | 42 | 8 |
Bars Traded | 5220 | 4465 | 754 | 5220 | 4465 | 754 |
Profit Streak | 15.0378 | 0 | 20.2045 | 15.0378 | 0 | 20.2045 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329882 | 195956 | -299940 | -10288 | 366128 | -580188 |
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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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