Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 849555.2792 | 825368.0781 | 24187.2011 | 517994.4469 | 313878.0122 | 204116.4347 |
Total P&L (%) | 849.5553 | 825.3681 | 24.1872 | 517.9944 | 313.878 | 204.1164 |
Avg Daily Profit (%) | 0.453 | 0.4401 | 0.0129 | 0.0972 | 0.0758 | 0.0593 |
Buy And Hold Return (%) | 183.6934 | 183.6934 | 183.6934 | 183.6934 | 183.6934 | 183.6934 |
Max Trade Drawdown | -150789 | -130241 | -143281 | -729642 | -691064 | -584735 |
Profit Factor | 1.979 | 2.7337 | 1.0617 | 1.1217 | 1.1257 | 1.1161 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 82 | 36 | 46 | 82 | 36 | 46 |
Losing Trades | 75 | 42 | 33 | 75 | 42 | 33 |
Profitability (%) | 52.2293 | 46.1538 | 58.2278 | 52.2293 | 46.1538 | 58.2278 |
Ratio Avg Win / Avg Loss | 1.81 | 3.1893 | 0.7617 | 1.026 | 1.3133 | 0.8007 |
Largest Winning Trade | 395774 | 395774 | 30994 | 551294 | 551294 | 135087 |
Largest Losing Trade | -51556 | -51556 | -40479 | -311413 | -311413 | -203009 |
Avg Bars in Trades | 69 | 87 | 51 | 69 | 87 | 51 |
Avg Bars in Winners | 63 | 82 | 49 | 63 | 82 | 49 |
Avg Bars in Losers | 75 | 91 | 55 | 75 | 91 | 55 |
Bars Traded | 10915 | 6822 | 4093 | 10915 | 6822 | 4093 |
Profit Streak | 10.4991 | 0 | 12.8324 | 10.4991 | 0 | 12.8324 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 506039 | -22431 | -520193 | -150973 | -218813 | -363945 |
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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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