Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 629525.5453 | 594216.7519 | 35308.7934 | 454898.9128 | 612620.4893 | -157721.5764 |
Total P&L (%) | 629.5255 | 594.2168 | 35.3088 | 454.8989 | 612.6205 | -157.7216 |
Avg Daily Profit (%) | 0.3023 | 0.2853 | 0.017 | 0.0823 | 0.0943 | 0 |
Buy And Hold Return (%) | 101.0929 | 101.0929 | 101.0929 | 101.0929 | 101.0929 | 101.0929 |
Max Trade Drawdown | -172893 | -105019 | -176749 | -1610303 | -1034322 | -1008664 |
Profit Factor | 1.6399 | 2.3073 | 1.0667 | 1.08 | 1.2179 | 0.9452 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 84 | 43 | 41 | 84 | 43 | 41 |
Losing Trades | 101 | 49 | 52 | 101 | 49 | 52 |
Profitability (%) | 45.4054 | 46.7391 | 44.086 | 45.4054 | 46.7391 | 44.086 |
Ratio Avg Win / Avg Loss | 1.9718 | 2.6292 | 1.3529 | 1.2985 | 1.3878 | 1.1987 |
Largest Winning Trade | 262683 | 262683 | 59937 | 529678 | 529678 | 426054 |
Largest Losing Trade | -40696 | -32265 | -40696 | -547446 | -466769 | -547446 |
Avg Bars in Trades | 133 | 123 | 142 | 133 | 123 | 142 |
Avg Bars in Winners | 169 | 153 | 186 | 169 | 153 | 186 |
Avg Bars in Losers | 102 | 97 | 107 | 102 | 97 | 107 |
Bars Traded | 24641 | 11384 | 13257 | 24641 | 11384 | 13257 |
Profit Streak | 0 | 24.8356 | 0 | 0 | 24.8356 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384627 | 409649 | -485727 | -218200 | -68675 | -581717 |
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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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