Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 381837.964 | 347881.9683 | 33955.9956 | 173010.812 | 98652.2085 | 74358.6035 |
Total P&L (%) | 381.838 | 347.882 | 33.956 | 173.0108 | 98.6522 | 74.3586 |
Avg Daily Profit (%) | 0.3129 | 0.285 | 0.0278 | 0.0823 | 0.0563 | 0.0456 |
Buy And Hold Return (%) | 51.1895 | 51.1895 | 51.1895 | 51.1895 | 51.1895 | 51.1895 |
Max Trade Drawdown | -148394 | -151507 | -19342 | -1109978 | -1065596 | -179692 |
Profit Factor | 1.8 | 1.9315 | 1.3271 | 1.0646 | 1.0469 | 1.1291 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 82 | 35 | 47 | 82 | 35 | 47 |
Losing Trades | 87 | 49 | 38 | 87 | 49 | 38 |
Profitability (%) | 48.5207 | 41.6667 | 55.2941 | 48.5207 | 41.6667 | 55.2941 |
Ratio Avg Win / Avg Loss | 1.9098 | 2.7041 | 1.073 | 1.1295 | 1.4657 | 0.9129 |
Largest Winning Trade | 253816 | 253816 | 17199 | 667552 | 667552 | 40991 |
Largest Losing Trade | -35021 | -35021 | -13643 | -262944 | -262944 | -113267 |
Avg Bars in Trades | 39 | 75 | 4 | 39 | 75 | 4 |
Avg Bars in Winners | 47 | 103 | 5 | 47 | 103 | 5 |
Avg Bars in Losers | 32 | 54 | 4 | 32 | 54 | 4 |
Bars Traded | 6714 | 6300 | 413 | 6714 | 6300 | 413 |
Profit Streak | 0 | 90.8758 | 0 | 0 | 90.8758 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 443159 | 319264 | -320602 | -235002 | -297116 | -236613 |
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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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