Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 806247.7726 | 786405.8569 | 19841.9157 | 806676.5619 | 460565.1121 | 346111.4498 |
Total P&L (%) | 806.2478 | 786.4059 | 19.8419 | 806.6766 | 460.5651 | 346.1115 |
Avg Daily Profit (%) | 0.3555 | 0.3467 | 0.0087 | 0.0973 | 0.076 | 0.066 |
Buy And Hold Return (%) | 365.5684 | 365.5684 | 365.5684 | 365.5684 | 365.5684 | 365.5684 |
Max Trade Drawdown | -160493 | -86586 | -212548 | -1361766 | -1135578 | -758470 |
Profit Factor | 1.9021 | 2.7723 | 1.0441 | 1.1666 | 1.1785 | 1.153 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Losing Trades | 78 | 40 | 38 | 78 | 40 | 38 |
Profitability (%) | 52.1472 | 51.2195 | 53.0864 | 52.1472 | 51.2195 | 53.0864 |
Ratio Avg Win / Avg Loss | 1.7454 | 2.6403 | 0.9227 | 1.0705 | 1.1224 | 1.019 |
Largest Winning Trade | 359879 | 359879 | 55119 | 988422 | 988422 | 542149 |
Largest Losing Trade | -55557 | -55019 | -55557 | -719694 | -324595 | -719694 |
Avg Bars in Trades | 26 | 22 | 31 | 26 | 22 | 31 |
Avg Bars in Winners | 35 | 27 | 43 | 35 | 27 | 43 |
Avg Bars in Losers | 16 | 16 | 17 | 16 | 16 | 17 |
Bars Traded | 4325 | 1814 | 2511 | 4325 | 1814 | 2511 |
Profit Streak | 0 | 0 | 57.0904 | 0 | 0 | 57.0904 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319279 | 168457 | -530774 | -104084 | -204558 | -332997 |
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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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