Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 461482.5313 | 416474.9926 | 45007.5387 | 393767.2777 | 406735.8099 | -12968.5322 |
Total P&L (%) | 461.4825 | 416.475 | 45.0075 | 393.7673 | 406.7358 | -12.9685 |
Avg Daily Profit (%) | 0.3269 | 0.295 | 0.0319 | 0.1132 | 0.115 | -0.0098 |
Buy And Hold Return (%) | 67.2951 | 67.2951 | 67.2951 | 67.2951 | 67.2951 | 67.2951 |
Max Trade Drawdown | -114071 | -115812 | -76757 | -605820 | -485018 | -329262 |
Profit Factor | 1.4688 | 1.7792 | 1.1001 | 1.1084 | 1.2044 | 0.9921 |
Total Trades | 313 | 157 | 156 | 313 | 157 | 156 |
Winning Trades | 170 | 84 | 86 | 170 | 84 | 86 |
Losing Trades | 143 | 73 | 70 | 143 | 73 | 70 |
Profitability (%) | 54.3131 | 53.5032 | 55.1282 | 54.3131 | 53.5032 | 55.1282 |
Ratio Avg Win / Avg Loss | 1.2355 | 1.5462 | 0.8954 | 0.9324 | 1.0467 | 0.8075 |
Largest Winning Trade | 166415 | 166415 | 53998 | 388069 | 388069 | 197809 |
Largest Losing Trade | -30236 | -30236 | -29142 | -220837 | -159736 | -220837 |
Avg Bars in Trades | 26 | 26 | 26 | 26 | 26 | 26 |
Avg Bars in Winners | 29 | 27 | 31 | 29 | 27 | 31 |
Avg Bars in Losers | 22 | 24 | 20 | 22 | 24 | 20 |
Bars Traded | 8263 | 4102 | 4161 | 8263 | 4102 | 4161 |
Profit Streak | 0 | 0 | 509.9061 | 0 | 0 | 509.9061 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 439192 | 441548 | -425673 | -143129 | -39598 | -578237 |
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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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