Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 601705.272 | 601410.5941 | 294.6779 | 316434.725 | 689100.3295 | -372665.6046 |
Total P&L (%) | 601.7053 | 601.4106 | 0.2947 | 316.4347 | 689.1003 | -372.6656 |
Avg Daily Profit (%) | 0.3233 | 0.3232 | 0.0002 | 0.0767 | 0.1111 | 0 |
Buy And Hold Return (%) | 121.4448 | 121.4448 | 121.4448 | 121.4448 | 121.4448 | 121.4448 |
Max Trade Drawdown | -95325 | -80240 | -112271 | -809441 | -535154 | -725516 |
Profit Factor | 1.5279 | 2.1106 | 1.0005 | 1.0581 | 1.2593 | 0.8665 |
Total Trades | 212 | 106 | 106 | 212 | 106 | 106 |
Winning Trades | 92 | 44 | 48 | 92 | 44 | 48 |
Losing Trades | 120 | 62 | 58 | 120 | 62 | 58 |
Profitability (%) | 43.3962 | 41.5094 | 45.283 | 43.3962 | 41.5094 | 45.283 |
Ratio Avg Win / Avg Loss | 1.993 | 2.974 | 1.2089 | 1.3801 | 1.7745 | 1.047 |
Largest Winning Trade | 173395 | 173395 | 72225 | 690457 | 690457 | 444612 |
Largest Losing Trade | -38349 | -32956 | -38349 | -332948 | -324396 | -332948 |
Avg Bars in Trades | 51 | 51 | 51 | 51 | 51 | 51 |
Avg Bars in Winners | 77 | 81 | 74 | 77 | 81 | 74 |
Avg Bars in Losers | 31 | 30 | 33 | 31 | 30 | 33 |
Bars Traded | 10999 | 5510 | 5489 | 10999 | 5510 | 5489 |
Profit Streak | 16.8453 | 0 | 27.012 | 16.8453 | 0 | 27.012 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339098 | 293557 | -579923 | -251553 | -47818 | -580676 |
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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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