Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 453015.3776 | 412300.3886 | 40714.989 | 389056.0042 | 250677.0778 | 138378.9264 |
Total P&L (%) | 453.0154 | 412.3004 | 40.715 | 389.056 | 250.6771 | 138.3789 |
Avg Daily Profit (%) | 0.4349 | 0.3958 | 0.0391 | 0.1525 | 0.1205 | 0.0834 |
Buy And Hold Return (%) | 135.0863 | 135.0863 | 135.0863 | 135.0863 | 135.0863 | 135.0863 |
Max Trade Drawdown | -94784 | -78816 | -18990 | -539873 | -434020 | -124984 |
Profit Factor | 2.0606 | 2.2282 | 1.4454 | 1.2429 | 1.2032 | 1.3762 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 87 | 40 | 47 | 87 | 40 | 47 |
Losing Trades | 74 | 40 | 34 | 74 | 40 | 34 |
Profitability (%) | 54.0373 | 50 | 58.0247 | 54.0373 | 50 | 58.0247 |
Ratio Avg Win / Avg Loss | 1.7527 | 2.2282 | 1.0456 | 1.0572 | 1.2032 | 0.9955 |
Largest Winning Trade | 379373 | 379373 | 13470 | 285800 | 285800 | 65703 |
Largest Losing Trade | -22036 | -22036 | -11911 | -118553 | -118553 | -95665 |
Avg Bars in Trades | 150 | 286 | 15 | 150 | 286 | 15 |
Avg Bars in Winners | 164 | 347 | 9 | 164 | 347 | 9 |
Avg Bars in Losers | 132 | 225 | 23 | 132 | 225 | 23 |
Bars Traded | 24155 | 22915 | 1240 | 24155 | 22915 | 1240 |
Profit Streak | 0 | 91.0658 | 0 | 0 | 91.0658 | 0 |
Trades During Streak | 0 | 8 | 0 | 0 | 8 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 436174 | -7415 | -315859 | 183567 | -58353 | -251242 |
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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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