Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 275781.0357 | 205214.732 | 70566.3037 | 413841.4035 | 68855.7054 | 344985.6981 |
Total P&L (%) | 275.781 | 205.2147 | 70.5663 | 413.8414 | 68.8557 | 344.9857 |
Avg Daily Profit (%) | 0.2648 | 0.197 | 0.0677 | 0.1573 | 0.0503 | 0.1434 |
Buy And Hold Return (%) | 11.3677 | 11.3677 | 11.3677 | 11.3677 | 11.3677 | 11.3677 |
Max Trade Drawdown | -85852 | -72580 | -26431 | -426914 | -504615 | -98021 |
Profit Factor | 1.6346 | 1.6898 | 1.5149 | 1.2329 | 1.0518 | 1.7714 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 89 | 43 | 46 | 89 | 43 | 46 |
Losing Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Profitability (%) | 58.1699 | 56.5789 | 59.7403 | 58.1699 | 56.5789 | 59.7403 |
Ratio Avg Win / Avg Loss | 1.1754 | 1.2968 | 1.0209 | 0.8866 | 0.8072 | 1.1938 |
Largest Winning Trade | 92222 | 92222 | 14612 | 174989 | 174989 | 64219 |
Largest Losing Trade | -36541 | -36541 | -15255 | -263191 | -263191 | -73802 |
Avg Bars in Trades | 159 | 274 | 45 | 159 | 274 | 45 |
Avg Bars in Winners | 119 | 195 | 49 | 119 | 195 | 49 |
Avg Bars in Losers | 214 | 376 | 41 | 214 | 376 | 41 |
Bars Traded | 24387 | 20855 | 3533 | 24387 | 20855 | 3533 |
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 | 432697 | -38641 | -142026 | 256460 | -339910 | -39742 |
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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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