Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 550849.2947 | 540594.5629 | 10254.7317 | 172823.4137 | 607931.4753 | -435108.0616 |
Total P&L (%) | 550.8493 | 540.5946 | 10.2547 | 172.8234 | 607.9315 | -435.1081 |
Avg Daily Profit (%) | 0.3405 | 0.3341 | 0.0063 | 0.0621 | 0.121 | 0 |
Buy And Hold Return (%) | 26.5436 | 26.5436 | 26.5436 | 26.5436 | 26.5436 | 26.5436 |
Max Trade Drawdown | -113591 | -116543 | -130749 | -717035 | -810758 | -863902 |
Profit Factor | 1.6139 | 2.3231 | 1.021 | 1.0393 | 1.2918 | 0.812 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 82 | 43 | 39 | 82 | 43 | 39 |
Losing Trades | 74 | 35 | 39 | 74 | 35 | 39 |
Profitability (%) | 52.5641 | 55.1282 | 50 | 52.5641 | 55.1282 | 50 |
Ratio Avg Win / Avg Loss | 1.4565 | 1.8909 | 1.021 | 0.9379 | 1.0514 | 0.812 |
Largest Winning Trade | 193687 | 193687 | 76687 | 413844 | 413844 | 331283 |
Largest Losing Trade | -57853 | -56249 | -57853 | -476804 | -476804 | -431562 |
Avg Bars in Trades | 122 | 114 | 130 | 122 | 114 | 130 |
Avg Bars in Winners | 140 | 108 | 176 | 140 | 108 | 176 |
Avg Bars in Losers | 102 | 122 | 83 | 102 | 122 | 83 |
Bars Traded | 19100 | 8954 | 10146 | 19100 | 8954 | 10146 |
Profit Streak | 0 | 0 | 580.7565 | 0 | 0 | 580.7565 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 443952 | -20185 | -580685 | -288217 | -64768 | -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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