Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 684675.9908 | 677768.0583 | 6907.9325 | 121009.6201 | 72160.7684 | 48848.8517 |
Total P&L (%) | 684.676 | 677.7681 | 6.9079 | 121.0096 | 72.1608 | 48.8489 |
Avg Daily Profit (%) | 0.3286 | 0.3253 | 0.0033 | 0.0381 | 0.0261 | 0.0191 |
Buy And Hold Return (%) | 63.6394 | 63.6394 | 63.6394 | 63.6394 | 63.6394 | 63.6394 |
Max Trade Drawdown | -103527 | -108507 | -23485 | -602244 | -627879 | -41676 |
Profit Factor | 2.0856 | 2.2421 | 1.0812 | 1.0642 | 1.0423 | 1.2731 |
Total Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Winning Trades | 84 | 37 | 47 | 84 | 37 | 47 |
Losing Trades | 75 | 42 | 33 | 75 | 42 | 33 |
Profitability (%) | 52.8302 | 46.8354 | 58.75 | 52.8302 | 46.8354 | 58.75 |
Ratio Avg Win / Avg Loss | 1.8621 | 2.5451 | 0.7592 | 0.9501 | 1.1831 | 0.8939 |
Largest Winning Trade | 575883 | 575883 | 9329 | 635842 | 635842 | 43517 |
Largest Losing Trade | -48429 | -48429 | -11066 | -364552 | -364552 | -14663 |
Avg Bars in Trades | 154 | 305 | 5 | 154 | 305 | 5 |
Avg Bars in Winners | 153 | 344 | 4 | 153 | 344 | 4 |
Avg Bars in Losers | 154 | 271 | 6 | 154 | 271 | 6 |
Bars Traded | 24530 | 24118 | 412 | 24530 | 24118 | 412 |
Profit Streak | 16.1998 | 0 | 129.9498 | 16.1998 | 0 | 129.9498 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 535643 | -14812 | -503333 | -299427 | -484371 | -351189 |
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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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