Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 460716.4089 | 407999.3179 | 52717.091 | 866389.9418 | 760354.7217 | 106035.2201 |
Total P&L (%) | 460.7164 | 407.9993 | 52.7171 | 866.3899 | 760.3547 | 106.0352 |
Avg Daily Profit (%) | 0.3263 | 0.289 | 0.0373 | 0.1608 | 0.1525 | 0.0512 |
Buy And Hold Return (%) | 81.7993 | 81.7993 | 81.7993 | 81.7993 | 81.7993 | 81.7993 |
Max Trade Drawdown | -154449 | -116423 | -90668 | -925896 | -638402 | -646229 |
Profit Factor | 1.6834 | 2.4388 | 1.135 | 1.2582 | 1.5222 | 1.0558 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Losing Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Profitability (%) | 48.4277 | 48.75 | 48.1013 | 48.4277 | 48.75 | 48.1013 |
Ratio Avg Win / Avg Loss | 1.7927 | 2.5639 | 1.2246 | 1.3399 | 1.6003 | 1.1392 |
Largest Winning Trade | 126291 | 126291 | 64842 | 353929 | 353929 | 338081 |
Largest Losing Trade | -39937 | -37853 | -39937 | -218782 | -170680 | -218782 |
Avg Bars in Trades | 33 | 29 | 37 | 33 | 29 | 37 |
Avg Bars in Winners | 37 | 30 | 45 | 37 | 30 | 45 |
Avg Bars in Losers | 29 | 27 | 30 | 29 | 27 | 30 |
Bars Traded | 5306 | 2321 | 2985 | 5306 | 2321 | 2985 |
Profit Streak | 0 | 0 | 493.1453 | 0 | 0 | 493.1453 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 403182 | -7982 | -407973 | 279096 | -9481 | -384351 |
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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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