Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 448632.1738 | 488841.9065 | -40209.7328 | 1259.6947 | 24097.7174 | -22838.0227 |
Total P&L (%) | 448.6322 | 488.8419 | -40.2097 | 1.2597 | 24.0977 | -22.838 |
Avg Daily Profit (%) | 0.8614 | 0.9386 | -0.0772 | 0.0024 | 0.0415 | -0.0498 |
Buy And Hold Return (%) | 127.117 | 127.117 | 127.117 | 127.117 | 127.117 | 127.117 |
Max Trade Drawdown | -124425 | -103276 | -50081 | -205592 | -182014 | -48045 |
Profit Factor | 1.7361 | 2.0714 | 0.7375 | 1.0018 | 1.0442 | 0.8632 |
Total Trades | 355 | 177 | 178 | 355 | 177 | 178 |
Winning Trades | 159 | 71 | 88 | 159 | 71 | 88 |
Losing Trades | 196 | 106 | 90 | 196 | 106 | 90 |
Profitability (%) | 44.7887 | 40.113 | 49.4382 | 44.7887 | 40.113 | 49.4382 |
Ratio Avg Win / Avg Loss | 2.1401 | 3.0925 | 0.7542 | 1.2349 | 1.559 | 0.8828 |
Largest Winning Trade | 596312 | 596312 | 7604 | 217680 | 217680 | 16758 |
Largest Losing Trade | -14674 | -14674 | -8330 | -30366 | -30366 | -11217 |
Avg Bars in Trades | 69 | 130 | 9 | 69 | 130 | 9 |
Avg Bars in Winners | 60 | 124 | 9 | 60 | 124 | 9 |
Avg Bars in Losers | 77 | 134 | 9 | 77 | 134 | 9 |
Bars Traded | 24777 | 23154 | 1623 | 24777 | 23154 | 1623 |
Profit Streak | 0 | 4.1383 | 0 | 0 | 4.1383 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 457687 | 371323 | -580910 | -574699 | -478224 | -580910 |
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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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