Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 630032.4887 | 601181.7927 | 28850.696 | 358021.2293 | 351684.1461 | 6337.0833 |
Total P&L (%) | 630.0325 | 601.1818 | 28.8507 | 358.0212 | 351.6841 | 6.3371 |
Avg Daily Profit (%) | 0.3411 | 0.3255 | 0.0156 | 0.0824 | 0.0817 | 0.0033 |
Buy And Hold Return (%) | 160.2637 | 160.2637 | 160.2637 | 160.2637 | 160.2637 | 160.2637 |
Max Trade Drawdown | -91068 | -70069 | -54392 | -539642 | -432697 | -405948 |
Profit Factor | 1.804 | 2.7399 | 1.0658 | 1.1031 | 1.2103 | 1.0035 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 80 | 37 | 43 | 80 | 37 | 43 |
Losing Trades | 67 | 37 | 30 | 67 | 37 | 30 |
Profitability (%) | 54.4218 | 50 | 58.9041 | 54.4218 | 50 | 58.9041 |
Ratio Avg Win / Avg Loss | 1.5108 | 2.7399 | 0.7436 | 0.9238 | 1.2103 | 0.7001 |
Largest Winning Trade | 446559 | 446559 | 49592 | 336578 | 336578 | 215399 |
Largest Losing Trade | -44417 | -29960 | -44417 | -337160 | -231737 | -337160 |
Avg Bars in Trades | 146 | 145 | 148 | 146 | 145 | 148 |
Avg Bars in Winners | 177 | 187 | 170 | 177 | 187 | 170 |
Avg Bars in Losers | 109 | 103 | 116 | 109 | 103 | 116 |
Bars Traded | 21559 | 10754 | 10805 | 21559 | 10754 | 10805 |
Profit Streak | 0 | 0 | 53.5949 | 0 | 0 | 53.5949 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 408397 | -52563 | -557480 | -196074 | -154433 | -642434 |
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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) |
---|