Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 763459.1229 | 704236.1114 | 59223.0114 | 1289157.9736 | 1610644.7047 | -321486.7311 |
Total P&L (%) | 763.4591 | 704.2361 | 59.223 | 1289.158 | 1610.6447 | -321.4867 |
Avg Daily Profit (%) | 0.3371 | 0.3109 | 0.0261 | 0.1162 | 0.1254 | 0 |
Buy And Hold Return (%) | 138.191 | 138.191 | 138.191 | 138.191 | 138.191 | 138.191 |
Max Trade Drawdown | -107553 | -76254 | -215578 | -1260069 | -803786 | -1358006 |
Profit Factor | 1.6763 | 2.3329 | 1.0986 | 1.1706 | 1.4325 | 0.9161 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Losing Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Profitability (%) | 39.7661 | 40 | 39.5349 | 39.7661 | 40 | 39.5349 |
Ratio Avg Win / Avg Loss | 2.5391 | 3.4993 | 1.6802 | 1.7731 | 2.1487 | 1.4011 |
Largest Winning Trade | 125271 | 125271 | 49888 | 632823 | 632823 | 380302 |
Largest Losing Trade | -25917 | -25158 | -25917 | -329464 | -237630 | -329464 |
Avg Bars in Trades | 39 | 33 | 45 | 39 | 33 | 45 |
Avg Bars in Winners | 64 | 49 | 79 | 64 | 49 | 79 |
Avg Bars in Losers | 22 | 22 | 22 | 22 | 22 | 22 |
Bars Traded | 6736 | 2842 | 3895 | 6736 | 2842 | 3895 |
Profit Streak | 18.8078 | 0 | 21.4745 | 18.8078 | 0 | 21.4745 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319598 | 285968 | -438503 | -71679 | -27346 | -582954 |
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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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