Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 546617.1593 | 486400.5801 | 60216.5792 | 3304.8335 | 905354.2735 | -902049.44 |
Total P&L (%) | 546.6172 | 486.4006 | 60.2166 | 3.3048 | 905.3543 | -902.0494 |
Avg Daily Profit (%) | 0.2183 | 0.1942 | 0.024 | 0.0013 | 0.0922 | 0 |
Buy And Hold Return (%) | 21.5854 | 21.5854 | 21.5854 | 21.5854 | 21.5854 | 21.5854 |
Max Trade Drawdown | -129329 | -78610 | -175451 | -806948 | -170381 | -1086028 |
Profit Factor | 1.4318 | 1.8207 | 1.0894 | 1.0012 | 2.1498 | 0.5205 |
Total Trades | 279 | 140 | 139 | 279 | 140 | 139 |
Winning Trades | 146 | 69 | 77 | 146 | 69 | 77 |
Losing Trades | 133 | 71 | 62 | 133 | 71 | 62 |
Profitability (%) | 52.3297 | 49.2857 | 55.3957 | 52.3297 | 49.2857 | 55.3957 |
Ratio Avg Win / Avg Loss | 1.3043 | 1.8735 | 0.8772 | 0.9121 | 2.2121 | 0.4191 |
Largest Winning Trade | 119835 | 119835 | 56087 | 292161 | 292161 | 181056 |
Largest Losing Trade | -94331 | -34998 | -94331 | -789382 | -83976 | -789382 |
Avg Bars in Trades | 25 | 23 | 27 | 25 | 23 | 27 |
Avg Bars in Winners | 29 | 28 | 30 | 29 | 28 | 30 |
Avg Bars in Losers | 21 | 19 | 23 | 21 | 19 | 23 |
Bars Traded | 7176 | 3349 | 3827 | 7176 | 3349 | 3827 |
Profit Streak | 39.3848 | 48.3848 | 0 | 39.3848 | 48.3848 | 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 | 420086 | 410559 | -287081 | -575099 | -64988 | -579986 |
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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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