Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 883700.5063 | 880585.8284 | 3114.6778 | 250868.8946 | 375018.9672 | -124150.0725 |
Total P&L (%) | 883.7005 | 880.5858 | 3.1147 | 250.8689 | 375.019 | -124.1501 |
Avg Daily Profit (%) | 0.4775 | 0.4758 | 0.0017 | 0.0678 | 0.0842 | 0 |
Buy And Hold Return (%) | 104.8209 | 104.8209 | 104.8209 | 104.8209 | 104.8209 | 104.8209 |
Max Trade Drawdown | -89104 | -84211 | -79615 | -928831 | -662430 | -707303 |
Profit Factor | 2.1577 | 3.4372 | 1.0077 | 1.0536 | 1.1671 | 0.9491 |
Total Trades | 177 | 89 | 88 | 177 | 89 | 88 |
Winning Trades | 87 | 42 | 45 | 87 | 42 | 45 |
Losing Trades | 90 | 47 | 43 | 90 | 47 | 43 |
Profitability (%) | 49.1525 | 47.191 | 51.1364 | 49.1525 | 47.191 | 51.1364 |
Ratio Avg Win / Avg Loss | 2.2321 | 3.8464 | 0.963 | 1.0899 | 1.306 | 0.9069 |
Largest Winning Trade | 798245 | 798245 | 49994 | 537663 | 537663 | 366866 |
Largest Losing Trade | -44998 | -29543 | -44998 | -429918 | -254439 | -429918 |
Avg Bars in Trades | 40 | 39 | 40 | 40 | 39 | 40 |
Avg Bars in Winners | 53 | 55 | 50 | 53 | 55 | 50 |
Avg Bars in Losers | 28 | 25 | 31 | 28 | 25 | 31 |
Bars Traded | 7147 | 3545 | 3602 | 7147 | 3545 | 3602 |
Profit Streak | 0 | 0 | 61.4189 | 0 | 0 | 61.4189 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 544013 | 560166 | -569623 | -267612 | -121279 | -580389 |
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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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