Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 695086.8658 | 686886.079 | 8200.7868 | 299566.6196 | 1014179.8672 | -714613.2476 |
Total P&L (%) | 695.0869 | 686.8861 | 8.2008 | 299.5666 | 1014.1799 | -714.6132 |
Avg Daily Profit (%) | 0.3764 | 0.372 | 0.0044 | 0.075 | 0.1306 | 0 |
Buy And Hold Return (%) | 102.8422 | 102.8422 | 102.8422 | 102.8422 | 102.8422 | 102.8422 |
Max Trade Drawdown | -121733 | -67039 | -155878 | -1335340 | -779365 | -1340550 |
Profit Factor | 1.7585 | 2.9544 | 1.0145 | 1.0463 | 1.4022 | 0.8188 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 84 | 45 | 39 | 84 | 45 | 39 |
Losing Trades | 73 | 34 | 39 | 73 | 34 | 39 |
Profitability (%) | 53.5032 | 56.962 | 50 | 53.5032 | 56.962 | 50 |
Ratio Avg Win / Avg Loss | 1.5282 | 2.2322 | 1.0145 | 0.9093 | 1.0595 | 0.8188 |
Largest Winning Trade | 331375 | 331375 | 73703 | 646712 | 491794 | 646712 |
Largest Losing Trade | -61818 | -35072 | -61818 | -547608 | -379267 | -547608 |
Avg Bars in Trades | 68 | 59 | 78 | 68 | 59 | 78 |
Avg Bars in Winners | 83 | 59 | 110 | 83 | 59 | 110 |
Avg Bars in Losers | 52 | 59 | 46 | 52 | 59 | 46 |
Bars Traded | 10814 | 4694 | 6120 | 10814 | 4694 | 6120 |
Profit Streak | 0 | 0 | 135.3115 | 0 | 0 | 135.3115 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 503849 | -10842 | -590329 | -265883 | -43270 | -613885 |
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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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