Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 807065.9346 | 806530.8589 | 535.0756 | 467323.1179 | 331382.632 | 135940.4859 |
Total P&L (%) | 807.0659 | 806.5309 | 0.5351 | 467.3231 | 331.3826 | 135.9405 |
Avg Daily Profit (%) | 0.3572 | 0.357 | 0.0002 | 0.0769 | 0.0647 | 0.038 |
Buy And Hold Return (%) | 67.3292 | 67.3292 | 67.3292 | 67.3292 | 67.3292 | 67.3292 |
Max Trade Drawdown | -146806 | -62843 | -200051 | -736414 | -631447 | -354886 |
Profit Factor | 1.9456 | 2.9387 | 1.0012 | 1.1503 | 1.2003 | 1.0935 |
Total Trades | 161 | 81 | 80 | 161 | 81 | 80 |
Winning Trades | 83 | 43 | 40 | 83 | 43 | 40 |
Losing Trades | 78 | 38 | 40 | 78 | 38 | 40 |
Profitability (%) | 51.5528 | 53.0864 | 50 | 51.5528 | 53.0864 | 50 |
Ratio Avg Win / Avg Loss | 1.8284 | 2.597 | 1.0012 | 1.081 | 1.0607 | 1.0935 |
Largest Winning Trade | 338390 | 338390 | 55619 | 482608 | 482608 | 276486 |
Largest Losing Trade | -55334 | -55334 | -52976 | -300420 | -300420 | -216547 |
Avg Bars in Trades | 27 | 26 | 27 | 27 | 26 | 27 |
Avg Bars in Winners | 37 | 31 | 42 | 37 | 31 | 42 |
Avg Bars in Losers | 16 | 19 | 13 | 16 | 19 | 13 |
Bars Traded | 4351 | 2118 | 2233 | 4351 | 2118 | 2233 |
Profit Streak | 0 | 0 | 48.729 | 0 | 0 | 48.729 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 518366 | 133585 | -595144 | -144215 | -119724 | -284298 |
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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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