Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 547790.75 | 522248.0097 | 25542.7403 | 612429.0896 | 5840.2867 | 606588.8029 |
Total P&L (%) | 547.7908 | 522.248 | 25.5427 | 612.4291 | 5.8403 | 606.5888 |
Avg Daily Profit (%) | 0.2987 | 0.2848 | 0.0139 | 0.1071 | 0.0031 | 0.1067 |
Buy And Hold Return (%) | 55.9449 | 55.9449 | 55.9449 | 55.9449 | 55.9449 | 55.9449 |
Max Trade Drawdown | -105750 | -115877 | -70618 | -1533688 | -1845980 | -639171 |
Profit Factor | 1.5925 | 1.7928 | 1.0961 | 1.07 | 1.0008 | 1.3268 |
Total Trades | 229 | 114 | 115 | 229 | 114 | 115 |
Winning Trades | 117 | 56 | 61 | 117 | 56 | 61 |
Losing Trades | 112 | 58 | 54 | 112 | 58 | 54 |
Profitability (%) | 51.0917 | 49.1228 | 53.0435 | 51.0917 | 49.1228 | 53.0435 |
Ratio Avg Win / Avg Loss | 1.5245 | 1.8569 | 0.9703 | 1.0242 | 1.0366 | 1.1745 |
Largest Winning Trade | 201354 | 201354 | 32512 | 654146 | 654146 | 156235 |
Largest Losing Trade | -36680 | -36680 | -25092 | -487081 | -487081 | -201924 |
Avg Bars in Trades | 30 | 55 | 5 | 30 | 55 | 5 |
Avg Bars in Winners | 34 | 66 | 4 | 34 | 66 | 4 |
Avg Bars in Losers | 25 | 44 | 5 | 25 | 44 | 5 |
Bars Traded | 6930 | 6310 | 620 | 6930 | 6310 | 620 |
Profit Streak | 0 | 143.1005 | 0 | 0 | 143.1005 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 475349 | 467449 | -456065 | -191763 | -573231 | -49472 |
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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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