Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 648569.8307 | 641789.7849 | 6780.0458 | 150499.4231 | 205268.621 | -54769.1979 |
Total P&L (%) | 648.5698 | 641.7898 | 6.78 | 150.4994 | 205.2686 | -54.7692 |
Avg Daily Profit (%) | 0.3114 | 0.3082 | 0.0033 | 0.0441 | 0.0536 | -0.0381 |
Buy And Hold Return (%) | 101.0929 | 101.0929 | 101.0929 | 101.0929 | 101.0929 | 101.0929 |
Max Trade Drawdown | -160671 | -90358 | -148321 | -1484017 | -902497 | -890519 |
Profit Factor | 1.4568 | 1.8806 | 1.0098 | 1.0212 | 1.055 | 0.9837 |
Total Trades | 261 | 131 | 130 | 261 | 131 | 130 |
Winning Trades | 110 | 53 | 57 | 110 | 53 | 57 |
Losing Trades | 151 | 78 | 73 | 151 | 78 | 73 |
Profitability (%) | 42.1456 | 40.458 | 43.8462 | 42.1456 | 40.458 | 43.8462 |
Ratio Avg Win / Avg Loss | 1.9997 | 2.7676 | 1.2933 | 1.4018 | 1.5526 | 1.2598 |
Largest Winning Trade | 258906 | 258906 | 46095 | 747217 | 747217 | 314330 |
Largest Losing Trade | -48000 | -40293 | -48000 | -428510 | -428510 | -200857 |
Avg Bars in Trades | 94 | 95 | 93 | 94 | 95 | 93 |
Avg Bars in Winners | 128 | 130 | 126 | 128 | 130 | 126 |
Avg Bars in Losers | 69 | 71 | 68 | 69 | 71 | 68 |
Bars Traded | 24664 | 12479 | 12185 | 24664 | 12479 | 12185 |
Profit Streak | 18.7743 | 25.691 | 0 | 18.7743 | 25.691 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346507 | 314015 | -566581 | -346051 | -290323 | -581713 |
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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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