Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 901331.4364 | 984824.9554 | -83493.5189 | -32328.4566 | -44200.624 | 11872.1674 |
Total P&L (%) | 901.3314 | 984.825 | -83.4935 | -32.3285 | -44.2006 | 11.8722 |
Avg Daily Profit (%) | 0.503 | 0.5496 | -0.0466 | -0.0218 | -0.0326 | 0.0063 |
Buy And Hold Return (%) | 357.2398 | 357.2398 | 357.2398 | 357.2398 | 357.2398 | 357.2398 |
Max Trade Drawdown | -162090 | -150850 | -196266 | -188666 | -208483 | -70222 |
Profit Factor | 1.8184 | 3.1334 | 0.8695 | 0.964 | 0.9029 | 1.0269 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 85 | 39 | 46 | 85 | 39 | 46 |
Losing Trades | 83 | 45 | 38 | 83 | 45 | 38 |
Profitability (%) | 50.5952 | 46.4286 | 54.7619 | 50.5952 | 46.4286 | 54.7619 |
Ratio Avg Win / Avg Loss | 1.7756 | 3.6154 | 0.7183 | 0.9413 | 1.0418 | 0.8483 |
Largest Winning Trade | 681248 | 681248 | 63849 | 79508 | 49830 | 79508 |
Largest Losing Trade | -65197 | -42617 | -65197 | -65197 | -48494 | -65197 |
Avg Bars in Trades | 125 | 101 | 150 | 125 | 101 | 150 |
Avg Bars in Winners | 164 | 120 | 201 | 164 | 120 | 201 |
Avg Bars in Losers | 86 | 84 | 88 | 86 | 84 | 88 |
Bars Traded | 21123 | 8502 | 12621 | 21123 | 8502 | 12621 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 413982 | 430842 | -580490 | -579820 | -580829 | -542574 |
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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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