Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 867220.9913 | 959810.8963 | -92589.905 | -128088.2736 | 231056.2682 | -359144.5418 |
Total P&L (%) | 867.221 | 959.8109 | -92.5899 | -128.0883 | 231.0563 | -359.1445 |
Avg Daily Profit (%) | 0.4697 | 0.5198 | -0.0501 | 0 | 0.0649 | 0 |
Buy And Hold Return (%) | 103.8422 | 103.8422 | 103.8422 | 103.8422 | 103.8422 | 103.8422 |
Max Trade Drawdown | -258772 | -135339 | -189510 | -1276175 | -715400 | -617735 |
Profit Factor | 1.7976 | 2.7919 | 0.8321 | 0.936 | 1.2415 | 0.656 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 82 | 37 | 45 | 100 | 53 | 47 |
Losing Trades | 91 | 49 | 42 | 73 | 33 | 40 |
Profitability (%) | 47.3988 | 43.0233 | 51.7241 | 57.8035 | 61.6279 | 54.023 |
Ratio Avg Win / Avg Loss | 1.9949 | 3.6973 | 0.7767 | 0.6833 | 0.773 | 0.5583 |
Largest Winning Trade | 579728 | 579728 | 62075 | 433455 | 433455 | 174791 |
Largest Losing Trade | -113992 | -47767 | -113992 | -522291 | -419008 | -522291 |
Avg Bars in Trades | 62 | 78 | 46 | 62 | 78 | 46 |
Avg Bars in Winners | 85 | 117 | 59 | 49 | 63 | 32 |
Avg Bars in Losers | 41 | 48 | 33 | 80 | 100 | 64 |
Bars Traded | 10792 | 6712 | 4080 | 10792 | 6712 | 4080 |
Profit Streak | 7.4154 | 0 | 8.2488 | 0 | 73.2488 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 515757 | 470239 | -580203 | -578860 | -110778 | -580578 |
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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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