Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 180512.248 | 133054.196 | 47458.052 | 239417.594 | 185894.0288 | 53523.5652 |
Total P&L (%) | 180.5122 | 133.0542 | 47.4581 | 239.4176 | 185.894 | 53.5236 |
Avg Daily Profit (%) | 0.1733 | 0.1277 | 0.0456 | 0.1174 | 0.1009 | 0.0412 |
Buy And Hold Return (%) | 57.4232 | 57.4232 | 57.4232 | 57.4232 | 57.4232 | 57.4232 |
Max Trade Drawdown | -48503 | -30834 | -48503 | -106292 | -110204 | -99507 |
Profit Factor | 1.5969 | 2.1187 | 1.2587 | 1.4347 | 1.829 | 1.1639 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 78.3439 | 77.2152 | 79.4872 | 78.3439 | 77.2152 | 79.4872 |
Ratio Avg Win / Avg Loss | 0.4414 | 0.6252 | 0.3248 | 0.3966 | 0.5397 | 0.3004 |
Largest Winning Trade | 14500 | 14500 | 13877 | 33365 | 33365 | 29809 |
Largest Losing Trade | -48503 | -29065 | -48503 | -88924 | -67477 | -88924 |
Avg Bars in Trades | 157 | 158 | 156 | 157 | 158 | 156 |
Avg Bars in Winners | 81 | 82 | 80 | 81 | 82 | 80 |
Avg Bars in Losers | 432 | 416 | 450 | 432 | 416 | 450 |
Bars Traded | 24686 | 12510 | 12175 | 24686 | 12510 | 12175 |
Profit Streak | 0 | 0 | 48.5533 | 0 | 0 | 48.5533 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338963 | -49172 | -328481 | -34348 | -83641 | -374374 |
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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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