Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 334478.8322 | 327327.6193 | 7151.2129 | 77734.9357 | 42790.5511 | 34944.3847 |
Total P&L (%) | 334.4788 | 327.3276 | 7.1512 | 77.7349 | 42.7906 | 34.9444 |
Avg Daily Profit (%) | 0.3211 | 0.3142 | 0.0069 | 0.0552 | 0.0342 | 0.0288 |
Buy And Hold Return (%) | 26.8052 | 26.8052 | 26.8052 | 26.8052 | 26.8052 | 26.8052 |
Max Trade Drawdown | -89484 | -74490 | -39667 | -417429 | -414534 | -106204 |
Profit Factor | 1.7998 | 1.9491 | 1.0975 | 1.0603 | 1.0395 | 1.171 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Losing Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Profitability (%) | 40.4908 | 40.7407 | 40.2439 | 40.4908 | 40.7407 | 40.2439 |
Ratio Avg Win / Avg Loss | 2.6452 | 2.835 | 1.6297 | 1.5584 | 1.512 | 1.7388 |
Largest Winning Trade | 358248 | 358248 | 9470 | 307201 | 307201 | 41260 |
Largest Losing Trade | -28112 | -28112 | -4649 | -101996 | -101996 | -15028 |
Avg Bars in Trades | 149 | 290 | 10 | 149 | 290 | 10 |
Avg Bars in Winners | 208 | 404 | 11 | 208 | 404 | 11 |
Avg Bars in Losers | 109 | 211 | 8 | 109 | 211 | 8 |
Bars Traded | 24344 | 23523 | 821 | 24344 | 23523 | 821 |
Profit Streak | 0 | 34.1466 | 0 | 0 | 34.1466 | 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 | 332137 | -2717 | -469251 | -278245 | -347787 | -264995 |
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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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