Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 439759.2843 | 420217.8085 | 19541.4758 | 88463.6712 | 141297.3475 | -52833.6763 |
Total P&L (%) | 439.7593 | 420.2178 | 19.5415 | 88.4637 | 141.2973 | -52.8337 |
Avg Daily Profit (%) | 0.3114 | 0.2976 | 0.0138 | 0.0449 | 0.0624 | -0.0532 |
Buy And Hold Return (%) | 39.5079 | 39.5079 | 39.5079 | 39.5079 | 39.5079 | 39.5079 |
Max Trade Drawdown | -92735 | -103774 | -141165 | -123639 | -89504 | -106767 |
Profit Factor | 1.5493 | 2.0333 | 1.0496 | 1.1598 | 1.539 | 0.8186 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 79 | 41 | 38 | 79 | 41 | 38 |
Losing Trades | 86 | 41 | 45 | 86 | 41 | 45 |
Profitability (%) | 47.8788 | 50 | 45.7831 | 47.8788 | 50 | 45.7831 |
Ratio Avg Win / Avg Loss | 1.6865 | 2.0333 | 1.243 | 1.2626 | 1.539 | 0.9694 |
Largest Winning Trade | 208408 | 208408 | 54006 | 127212 | 127212 | 32164 |
Largest Losing Trade | -68985 | -25986 | -68985 | -50948 | -39953 | -50948 |
Avg Bars in Trades | 23 | 25 | 21 | 23 | 25 | 21 |
Avg Bars in Winners | 29 | 26 | 31 | 29 | 26 | 31 |
Avg Bars in Losers | 18 | 25 | 13 | 18 | 25 | 13 |
Bars Traded | 3924 | 2129 | 1795 | 3924 | 2129 | 1795 |
Profit Streak | 485.5551 | 0 | 502.8885 | 485.5551 | 0 | 502.8885 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 438966 | 293018 | -506827 | -182060 | -113726 | -581511 |
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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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