Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 668673.4632 | 626738.5604 | 41934.9028 | 2508833.3821 | 2646660.0346 | -137826.6525 |
Total P&L (%) | 668.6735 | 626.7386 | 41.9349 | 2508.8334 | 2646.66 | -137.8267 |
Avg Daily Profit (%) | 0.3657 | 0.3428 | 0.0229 | 0.1785 | 0.1814 | 0 |
Buy And Hold Return (%) | 753.7583 | 753.7583 | 753.7583 | 753.7583 | 753.7583 | 753.7583 |
Max Trade Drawdown | -112285 | -96634 | -132272 | -3006902 | -1582810 | -1482725 |
Profit Factor | 1.767 | 2.6992 | 1.0834 | 1.2415 | 1.6504 | 0.9782 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 91 | 48 | 43 | 91 | 48 | 43 |
Losing Trades | 81 | 38 | 43 | 81 | 38 | 43 |
Profitability (%) | 52.907 | 55.814 | 50 | 52.907 | 55.814 | 50 |
Ratio Avg Win / Avg Loss | 1.5729 | 2.1369 | 1.0834 | 1.1051 | 1.3066 | 0.9782 |
Largest Winning Trade | 151086 | 151086 | 77860 | 821419 | 790900 | 821419 |
Largest Losing Trade | -40386 | -35632 | -40386 | -755405 | -634464 | -755405 |
Avg Bars in Trades | 31 | 28 | 34 | 31 | 28 | 34 |
Avg Bars in Winners | 38 | 30 | 46 | 38 | 30 | 46 |
Avg Bars in Losers | 23 | 25 | 21 | 23 | 25 | 21 |
Bars Traded | 5383 | 2453 | 2930 | 5383 | 2453 | 2930 |
Profit Streak | 0 | 24.7125 | 0 | 0 | 24.7125 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151695 | -150119 | -457130 | 217410 | 305539 | -581102 |
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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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