Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 848498.0475 | 806410.7855 | 42087.262 | 1301090.578 | 605047.8272 | 696042.7508 |
Total P&L (%) | 848.498 | 806.4108 | 42.0873 | 1301.0906 | 605.0478 | 696.0428 |
Avg Daily Profit (%) | 0.3762 | 0.3575 | 0.0187 | 0.1171 | 0.0866 | 0.092 |
Buy And Hold Return (%) | 359.6457 | 359.6457 | 359.6457 | 359.6457 | 359.6457 | 359.6457 |
Max Trade Drawdown | -159300 | -86586 | -198667 | -1866584 | -1565995 | -1111645 |
Profit Factor | 1.9541 | 2.8488 | 1.0929 | 1.1882 | 1.1686 | 1.2095 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Losing Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Profitability (%) | 52.1212 | 51.8072 | 52.439 | 52.1212 | 51.8072 | 52.439 |
Ratio Avg Win / Avg Loss | 1.7951 | 2.6501 | 0.9912 | 1.0915 | 1.087 | 1.097 |
Largest Winning Trade | 359879 | 359879 | 55119 | 1345629 | 1345629 | 786456 |
Largest Losing Trade | -55557 | -55019 | -55557 | -1054813 | -475739 | -1054813 |
Avg Bars in Trades | 26 | 21 | 30 | 26 | 21 | 30 |
Avg Bars in Winners | 34 | 26 | 42 | 34 | 26 | 42 |
Avg Bars in Losers | 17 | 16 | 17 | 17 | 16 | 17 |
Bars Traded | 4325 | 1806 | 2519 | 4325 | 1806 | 2519 |
Profit Streak | 0 | 0 | 45.6155 | 0 | 0 | 45.6155 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366433 | 350229 | -456446 | -50873 | -120828 | -80212 |
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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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