Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 623810.2588 | 757302.6641 | -133492.4053 | -64771.3188 | 187501.3765 | -252272.6953 |
Total P&L (%) | 623.8103 | 757.3027 | -133.4924 | -64.7713 | 187.5014 | -252.2727 |
Avg Daily Profit (%) | 0.3354 | 0.4072 | -0.0718 | -0.0561 | 0.0568 | 0 |
Buy And Hold Return (%) | 124.3577 | 124.3577 | 124.3577 | 124.3577 | 124.3577 | 124.3577 |
Max Trade Drawdown | -158067 | -76935 | -182570 | -304058 | -90822 | -261446 |
Profit Factor | 1.6592 | 2.9057 | 0.7568 | 0.9276 | 1.613 | 0.5717 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 81 | 43 | 38 | 81 | 43 | 38 |
Losing Trades | 93 | 44 | 49 | 93 | 44 | 49 |
Profitability (%) | 46.5517 | 49.4253 | 43.6782 | 46.5517 | 49.4253 | 43.6782 |
Ratio Avg Win / Avg Loss | 1.905 | 2.9733 | 0.9759 | 1.065 | 1.6506 | 0.7372 |
Largest Winning Trade | 594993 | 594993 | 79945 | 208239 | 208239 | 100335 |
Largest Losing Trade | -69862 | -35514 | -69862 | -119170 | -24962 | -119170 |
Avg Bars in Trades | 31 | 33 | 28 | 31 | 33 | 28 |
Avg Bars in Winners | 39 | 42 | 36 | 39 | 42 | 36 |
Avg Bars in Losers | 23 | 24 | 22 | 23 | 24 | 22 |
Bars Traded | 5421 | 2920 | 2501 | 5421 | 2920 | 2501 |
Profit Streak | 0 | 26.523 | 0 | 0 | 26.523 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 381072 | 547960 | -583280 | -579540 | -123727 | -583280 |
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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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