Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 443762.4164 | 342651.9274 | 101110.489 | 823760.6711 | 555857.1641 | 267903.507 |
Total P&L (%) | 443.7624 | 342.6519 | 101.1105 | 823.7607 | 555.8572 | 267.9035 |
Avg Daily Profit (%) | 0.2608 | 0.2014 | 0.0594 | 0.1308 | 0.1106 | 0.0766 |
Buy And Hold Return (%) | 109.9967 | 109.9967 | 109.9967 | 109.9967 | 109.9967 | 109.9967 |
Max Trade Drawdown | -71361 | -44900 | -82079 | -292725 | -208014 | -262643 |
Profit Factor | 1.6298 | 1.9951 | 1.2806 | 1.3279 | 1.4358 | 1.2166 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 84 | 38 | 46 | 84 | 38 | 46 |
Losing Trades | 70 | 39 | 31 | 70 | 39 | 31 |
Profitability (%) | 54.5455 | 49.3506 | 59.7403 | 54.5455 | 49.3506 | 59.7403 |
Ratio Avg Win / Avg Loss | 1.3581 | 2.0476 | 0.863 | 1.1066 | 1.4736 | 0.8199 |
Largest Winning Trade | 74408 | 74408 | 28010 | 148548 | 148548 | 112919 |
Largest Losing Trade | -57365 | -40415 | -57365 | -209508 | -153197 | -209508 |
Avg Bars in Trades | 63 | 57 | 70 | 63 | 57 | 70 |
Avg Bars in Winners | 62 | 54 | 68 | 62 | 54 | 68 |
Avg Bars in Losers | 65 | 59 | 72 | 65 | 59 | 72 |
Bars Traded | 9787 | 4392 | 5395 | 9787 | 4392 | 5395 |
Profit Streak | 0 | 0 | 62.3843 | 0 | 0 | 62.3843 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335524 | -33795 | -320903 | -16385 | -87506 | -136614 |
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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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