Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 447079.5527 | 403783.581 | 43295.9718 | 161303.9397 | 746891.9858 | -585588.0461 |
Total P&L (%) | 447.0796 | 403.7836 | 43.296 | 161.3039 | 746.892 | -585.588 |
Avg Daily Profit (%) | 0.242 | 0.2186 | 0.0234 | 0.052 | 0.1157 | 0 |
Buy And Hold Return (%) | 54.9033 | 54.9033 | 54.9033 | 54.9033 | 54.9033 | 54.9033 |
Max Trade Drawdown | -158245 | -120005 | -170958 | -1162371 | -772491 | -828200 |
Profit Factor | 1.3514 | 1.7531 | 1.0588 | 1.0278 | 1.2988 | 0.8225 |
Total Trades | 317 | 159 | 158 | 317 | 159 | 158 |
Winning Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Losing Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Profitability (%) | 52.6814 | 52.8302 | 52.5316 | 52.6814 | 52.8302 | 52.5316 |
Ratio Avg Win / Avg Loss | 1.2139 | 1.5653 | 0.9568 | 0.9232 | 1.1596 | 0.7432 |
Largest Winning Trade | 111988 | 111988 | 46923 | 379261 | 379261 | 174436 |
Largest Losing Trade | -59211 | -41517 | -59211 | -316109 | -316109 | -305074 |
Avg Bars in Trades | 68 | 61 | 75 | 68 | 61 | 75 |
Avg Bars in Winners | 75 | 65 | 84 | 75 | 65 | 84 |
Avg Bars in Losers | 61 | 58 | 65 | 61 | 58 | 65 |
Bars Traded | 21805 | 9840 | 11965 | 21805 | 9840 | 11965 |
Profit Streak | 0 | 0 | 76.4821 | 0 | 0 | 76.4821 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 373818 | 422938 | -482847 | -316206 | -37360 | -578806 |
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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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