Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 329672.591 | 295863.9891 | 33808.6019 | 311527.1847 | 283542.0948 | 27985.09 |
Total P&L (%) | 329.6726 | 295.864 | 33.8086 | 311.5272 | 283.5421 | 27.9851 |
Avg Daily Profit (%) | 0.2336 | 0.2096 | 0.024 | 0.1003 | 0.0953 | 0.0175 |
Buy And Hold Return (%) | 27.8555 | 27.8555 | 27.8555 | 27.8555 | 27.8555 | 27.8555 |
Max Trade Drawdown | -100930 | -126091 | -90377 | -658835 | -809385 | -480766 |
Profit Factor | 1.6099 | 1.8749 | 1.167 | 1.1103 | 1.1486 | 1.0305 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 117 | 64 | 53 | 117 | 64 | 53 |
Losing Trades | 44 | 16 | 28 | 44 | 16 | 28 |
Profitability (%) | 72.6708 | 80 | 65.4321 | 72.6708 | 80 | 65.4321 |
Ratio Avg Win / Avg Loss | 0.6054 | 0.4687 | 0.6166 | 0.4175 | 0.2871 | 0.5444 |
Largest Winning Trade | 27894 | 27894 | 15714 | 135514 | 135514 | 98857 |
Largest Losing Trade | -71815 | -71815 | -52490 | -492050 | -492050 | -318422 |
Avg Bars in Trades | 97 | 175 | 20 | 97 | 175 | 20 |
Avg Bars in Winners | 30 | 48 | 9 | 30 | 48 | 9 |
Avg Bars in Losers | 273 | 682 | 40 | 273 | 682 | 40 |
Bars Traded | 15661 | 14015 | 1646 | 15661 | 14015 | 1646 |
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 | 430563 | -6806 | -308003 | -156213 | -139779 | -531857 |
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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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