Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 496102.6795 | 479709.2763 | 16393.4032 | 249050.0505 | 116554.326 | 132495.7245 |
Total P&L (%) | 496.1027 | 479.7093 | 16.3934 | 249.0501 | 116.5543 | 132.4957 |
Avg Daily Profit (%) | 0.2727 | 0.2637 | 0.009 | 0.0687 | 0.0425 | 0.0464 |
Buy And Hold Return (%) | 126.1198 | 126.1198 | 126.1198 | 126.1198 | 126.1198 | 126.1198 |
Max Trade Drawdown | -113199 | -99188 | -122873 | -587497 | -538007 | -441092 |
Profit Factor | 1.4825 | 2.0134 | 1.0295 | 1.0728 | 1.0658 | 1.0803 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 86 | 44 | 42 | 86 | 44 | 42 |
Losing Trades | 83 | 40 | 43 | 83 | 40 | 43 |
Profitability (%) | 50.8876 | 52.381 | 49.4118 | 50.8876 | 52.381 | 49.4118 |
Ratio Avg Win / Avg Loss | 1.4308 | 1.8304 | 1.0541 | 1.0354 | 0.9689 | 1.106 |
Largest Winning Trade | 159830 | 159830 | 48778 | 233603 | 217867 | 233603 |
Largest Losing Trade | -37968 | -36959 | -37968 | -283201 | -283201 | -183405 |
Avg Bars in Trades | 20 | 20 | 19 | 20 | 20 | 19 |
Avg Bars in Winners | 21 | 21 | 21 | 21 | 21 | 21 |
Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
Bars Traded | 3386 | 1690 | 1696 | 3386 | 1690 | 1696 |
Profit Streak | 0 | 25.0071 | 0 | 0 | 25.0071 | 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 | 303794 | 374229 | -534871 | -247376 | -450913 | -413509 |
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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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