Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 517842.621 | 547926.3795 | -30083.7585 | 30460.035 | 151887.9307 | -121427.8957 |
Total P&L (%) | 517.8426 | 547.9264 | -30.0838 | 30.46 | 151.8879 | -121.4279 |
Avg Daily Profit (%) | 0.2788 | 0.295 | -0.0162 | 0.0143 | 0.0497 | 0 |
Buy And Hold Return (%) | 61.1815 | 61.1815 | 61.1815 | 61.1815 | 61.1815 | 61.1815 |
Max Trade Drawdown | -168188 | -148383 | -58386 | -4081014 | -3883253 | -534564 |
Profit Factor | 1.6519 | 1.817 | 0.7567 | 1.0027 | 1.0148 | 0.8753 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 104 | 54 | 50 | 104 | 54 | 50 |
Losing Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Profitability (%) | 64.5963 | 67.5 | 61.7284 | 64.5963 | 67.5 | 61.7284 |
Ratio Avg Win / Avg Loss | 0.9054 | 0.8749 | 0.4692 | 0.5496 | 0.4886 | 0.5427 |
Largest Winning Trade | 216556 | 216556 | 7268 | 1447688 | 1447688 | 161653 |
Largest Losing Trade | -70780 | -70780 | -21092 | -2695544 | -2695544 | -267401 |
Avg Bars in Trades | 135 | 268 | 4 | 135 | 268 | 4 |
Avg Bars in Winners | 73 | 138 | 3 | 73 | 138 | 3 |
Avg Bars in Losers | 248 | 538 | 5 | 248 | 538 | 5 |
Bars Traded | 21800 | 21465 | 335 | 21800 | 21465 | 335 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 424705 | -7393 | -590660 | -555969 | -352953 | -590660 |
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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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