Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 956417.2935 | 936692.6256 | 19724.6679 | 945081.2598 | 1735144.8027 | -790063.543 |
Total P&L (%) | 956.4173 | 936.6926 | 19.7247 | 945.0813 | 1735.1448 | -790.0635 |
Avg Daily Profit (%) | 0.5182 | 0.5076 | 0.0107 | 0.1272 | 0.1578 | 0 |
Buy And Hold Return (%) | 530.793 | 530.793 | 530.793 | 530.793 | 530.793 | 530.793 |
Max Trade Drawdown | -141719 | -124610 | -109848 | -921912 | -482039 | -924169 |
Profit Factor | 2.3276 | 3.8852 | 1.0498 | 1.2306 | 2.0885 | 0.6844 |
Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Winning Trades | 84 | 36 | 48 | 84 | 36 | 48 |
Losing Trades | 87 | 50 | 37 | 87 | 50 | 37 |
Profitability (%) | 49.1228 | 41.8605 | 56.4706 | 49.1228 | 41.8605 | 56.4706 |
Ratio Avg Win / Avg Loss | 2.4107 | 5.396 | 0.8093 | 1.2746 | 2.9007 | 0.5276 |
Largest Winning Trade | 427154 | 427154 | 55764 | 791207 | 791207 | 304092 |
Largest Losing Trade | -38691 | -36712 | -38691 | -313719 | -162273 | -313719 |
Avg Bars in Trades | 20 | 21 | 18 | 20 | 21 | 18 |
Avg Bars in Winners | 24 | 29 | 19 | 24 | 29 | 19 |
Avg Bars in Losers | 16 | 15 | 17 | 16 | 15 | 17 |
Bars Traded | 3449 | 1838 | 1611 | 3449 | 1838 | 1611 |
Profit Streak | 28.7761 | 40.2761 | 0 | 28.7761 | 40.2761 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300710 | 250638 | -510912 | -30058 | 235865 | -579988 |
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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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