Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 599687.5297 | 597155.6231 | 2531.9066 | 323799.1998 | 345870.2422 | -22071.0424 |
Total P&L (%) | 599.6875 | 597.1556 | 2.5319 | 323.7992 | 345.8702 | -22.071 |
Avg Daily Profit (%) | 0.3248 | 0.3234 | 0.0014 | 0.0782 | 0.081 | -0.0135 |
Buy And Hold Return (%) | 102.9795 | 102.9795 | 102.9795 | 102.9795 | 102.9795 | 102.9795 |
Max Trade Drawdown | -150594 | -62335 | -152070 | -267934 | -152541 | -215338 |
Profit Factor | 1.8902 | 3.3349 | 1.0061 | 1.2267 | 1.5908 | 0.9738 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 40.2299 | 40.9091 | 39.5349 | 40.2299 | 40.9091 | 39.5349 |
Ratio Avg Win / Avg Loss | 2.8083 | 4.8171 | 1.5387 | 1.8226 | 2.2978 | 1.4894 |
Largest Winning Trade | 285657 | 285657 | 76406 | 254738 | 171683 | 254738 |
Largest Losing Trade | -50834 | -33037 | -50834 | -171529 | -93819 | -171529 |
Avg Bars in Trades | 124 | 116 | 132 | 124 | 116 | 132 |
Avg Bars in Winners | 225 | 193 | 259 | 225 | 193 | 259 |
Avg Bars in Losers | 56 | 63 | 49 | 56 | 63 | 49 |
Bars Traded | 10838 | 5146 | 5692 | 10838 | 5146 | 5692 |
Profit Streak | 0 | 0 | 139.3211 | 0 | 0 | 139.3211 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300275 | 402881 | -572175 | -94293 | -88118 | -581779 |
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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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