Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 527040.9364 | 542059.8272 | -15018.8909 | 58886.6771 | 99310.4709 | -40423.7938 |
Total P&L (%) | 527.0409 | 542.0598 | -15.0189 | 58.8867 | 99.3105 | -40.4238 |
Avg Daily Profit (%) | 0.2848 | 0.2929 | -0.0081 | 0.025 | 0.0373 | -0.028 |
Buy And Hold Return (%) | 77.4532 | 77.4532 | 77.4532 | 77.4532 | 77.4532 | 77.4532 |
Max Trade Drawdown | -131297 | -101702 | -150402 | -115565 | -104901 | -137817 |
Profit Factor | 1.4901 | 2.0777 | 0.9738 | 1.0622 | 1.2219 | 0.9191 |
Total Trades | 362 | 181 | 181 | 362 | 181 | 181 |
Winning Trades | 175 | 84 | 91 | 175 | 84 | 91 |
Losing Trades | 187 | 97 | 90 | 187 | 97 | 90 |
Profitability (%) | 48.3425 | 46.4088 | 50.2762 | 48.3425 | 46.4088 | 50.2762 |
Ratio Avg Win / Avg Loss | 1.5923 | 2.3992 | 0.9631 | 1.135 | 1.4109 | 0.909 |
Largest Winning Trade | 454327 | 454327 | 48556 | 120346 | 120346 | 26021 |
Largest Losing Trade | -58648 | -39354 | -58648 | -74853 | -54287 | -74853 |
Avg Bars in Trades | 29 | 29 | 30 | 29 | 29 | 30 |
Avg Bars in Winners | 39 | 41 | 38 | 39 | 41 | 38 |
Avg Bars in Losers | 20 | 17 | 23 | 20 | 17 | 23 |
Bars Traded | 10859 | 5255 | 5604 | 10859 | 5255 | 5604 |
Profit Streak | 0 | 0 | 51.4167 | 0 | 0 | 51.4167 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 450533 | 433962 | -578937 | -475825 | -222210 | -578937 |
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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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