Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 639879.9298 | 646187.9018 | -6307.972 | 74552.7056 | 503736.3163 | -429183.6107 |
Total P&L (%) | 639.8799 | 646.1879 | -6.308 | 74.5527 | 503.7363 | -429.1836 |
Avg Daily Profit (%) | 0.3457 | 0.3491 | -0.0034 | 0.0301 | 0.0972 | 0 |
Buy And Hold Return (%) | 218.9488 | 218.9488 | 218.9488 | 218.9488 | 218.9488 | 218.9488 |
Max Trade Drawdown | -149102 | -147889 | -106821 | -859367 | -626930 | -557559 |
Profit Factor | 1.6519 | 2.0188 | 0.9818 | 1.0207 | 1.2164 | 0.6643 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 93 | 41 | 52 | 93 | 41 | 52 |
Losing Trades | 72 | 42 | 30 | 72 | 42 | 30 |
Profitability (%) | 56.3636 | 49.3976 | 63.4146 | 56.3636 | 49.3976 | 63.4146 |
Ratio Avg Win / Avg Loss | 1.2789 | 2.068 | 0.5664 | 0.7902 | 1.246 | 0.3833 |
Largest Winning Trade | 367879 | 367879 | 28662 | 752183 | 752183 | 71095 |
Largest Losing Trade | -57016 | -46452 | -57016 | -297785 | -256447 | -297785 |
Avg Bars in Trades | 132 | 233 | 31 | 132 | 233 | 31 |
Avg Bars in Winners | 131 | 266 | 24 | 131 | 266 | 24 |
Avg Bars in Losers | 134 | 199 | 43 | 134 | 199 | 43 |
Bars Traded | 21919 | 19343 | 2576 | 21919 | 19343 | 2576 |
Profit Streak | 0 | 0 | 53.1157 | 0 | 0 | 53.1157 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353163 | 339419 | -582233 | -516214 | -68674 | -582233 |
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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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