Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 525388.5048 | 483236.6831 | 42151.8217 | 201486.0369 | 153793.7288 | 47692.3081 |
Total P&L (%) | 525.3885 | 483.2367 | 42.1518 | 201.486 | 153.7937 | 47.6923 |
Avg Daily Profit (%) | 0.2102 | 0.1934 | 0.0169 | 0.0442 | 0.0373 | 0.0156 |
Buy And Hold Return (%) | 16.6581 | 16.6581 | 16.6581 | 16.6581 | 16.6581 | 16.6581 |
Max Trade Drawdown | -158831 | -157937 | -30940 | -3508327 | -3479305 | -555232 |
Profit Factor | 1.8397 | 1.8868 | 1.5218 | 1.0321 | 1.0278 | 1.0644 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 72 | 39 | 33 | 72 | 39 | 33 |
Losing Trades | 49 | 21 | 28 | 49 | 21 | 28 |
Profitability (%) | 59.5041 | 65 | 54.0984 | 59.5041 | 65 | 54.0984 |
Ratio Avg Win / Avg Loss | 1.252 | 1.016 | 1.2912 | 0.7024 | 0.5534 | 0.9031 |
Largest Winning Trade | 186315 | 186315 | 12443 | 844925 | 844925 | 142903 |
Largest Losing Trade | -70103 | -70103 | -14918 | -2617966 | -2617966 | -281078 |
Avg Bars in Trades | 119 | 239 | 1 | 119 | 239 | 1 |
Avg Bars in Winners | 75 | 139 | 1 | 75 | 139 | 1 |
Avg Bars in Losers | 183 | 425 | 1 | 183 | 425 | 1 |
Bars Traded | 14449 | 14353 | 96 | 14449 | 14353 | 96 |
Profit Streak | 0 | 79.0808 | 0 | 0 | 79.0808 | 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 | 434087 | -156643 | -333278 | -319231 | -501405 | -487511 |
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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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