Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 913147.8696 | 859411.621 | 53736.2485 | 1058983.6202 | 1118655.5277 | -59671.9075 |
Total P&L (%) | 913.1479 | 859.4116 | 53.7362 | 1058.9836 | 1118.6555 | -59.6719 |
Avg Daily Profit (%) | 0.4384 | 0.4126 | 0.0258 | 0.1177 | 0.1201 | -0.0436 |
Buy And Hold Return (%) | 63.0645 | 63.0645 | 63.0645 | 63.0645 | 63.0645 | 63.0645 |
Max Trade Drawdown | -132434 | -105724 | -151124 | -4444223 | -3246006 | -2056320 |
Profit Factor | 1.9237 | 2.8231 | 1.1039 | 1.0664 | 1.1309 | 0.9919 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 56 | 25 | 31 | 56 | 25 | 31 |
Losing Trades | 97 | 51 | 46 | 97 | 51 | 46 |
Profitability (%) | 36.6013 | 32.8947 | 40.2597 | 36.6013 | 32.8947 | 40.2597 |
Ratio Avg Win / Avg Loss | 3.3321 | 5.7591 | 1.6381 | 1.8472 | 2.307 | 1.4719 |
Largest Winning Trade | 418090 | 418090 | 82728 | 3095462 | 3095462 | 751339 |
Largest Losing Trade | -36246 | -30575 | -36246 | -976305 | -746244 | -976305 |
Avg Bars in Trades | 161 | 150 | 171 | 161 | 150 | 171 |
Avg Bars in Winners | 276 | 263 | 287 | 276 | 263 | 287 |
Avg Bars in Losers | 94 | 95 | 92 | 94 | 95 | 92 |
Bars Traded | 24636 | 11466 | 13170 | 24636 | 11466 | 13170 |
Profit Streak | 15.589 | 0 | 25.339 | 15.589 | 0 | 25.339 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356432 | -40866 | -474509 | -185633 | -163800 | -624314 |
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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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