Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 870609.5303 | 985338.0759 | -114728.5456 | -7686.8455 | 480253.2529 | -487940.0984 |
Total P&L (%) | 870.6095 | 985.3381 | -114.7285 | -7.6868 | 480.2533 | -487.9401 |
Avg Daily Profit (%) | 0.4786 | 0.5417 | -0.0631 | -0.0044 | 0.0967 | 0 |
Buy And Hold Return (%) | 409.5442 | 409.5442 | 409.5442 | 409.5442 | 409.5442 | 409.5442 |
Max Trade Drawdown | -168691 | -135771 | -136305 | -494421 | -297704 | -505995 |
Profit Factor | 1.8185 | 2.8647 | 0.7857 | 0.9964 | 1.4522 | 0.5576 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 79 | 38 | 41 | 79 | 38 | 41 |
Losing Trades | 87 | 45 | 42 | 87 | 45 | 42 |
Profitability (%) | 47.5904 | 45.7831 | 49.3976 | 47.5904 | 45.7831 | 49.3976 |
Ratio Avg Win / Avg Loss | 2.0026 | 3.3924 | 0.8048 | 1.0974 | 1.7197 | 0.5712 |
Largest Winning Trade | 528852 | 528852 | 70777 | 413184 | 413184 | 125703 |
Largest Losing Trade | -39954 | -39954 | -39532 | -115719 | -115719 | -110979 |
Avg Bars in Trades | 21 | 21 | 21 | 21 | 21 | 21 |
Avg Bars in Winners | 23 | 22 | 25 | 23 | 22 | 25 |
Avg Bars in Losers | 19 | 21 | 17 | 19 | 21 | 17 |
Bars Traded | 3565 | 1785 | 1780 | 3565 | 1785 | 1780 |
Profit Streak | 0 | 90.9256 | 0 | 0 | 90.9256 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 289050 | 431851 | -581066 | -578901 | -174047 | -581066 |
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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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