Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 563897.6483 | 487721.7084 | 76175.9398 | 1561854.1296 | 1691521.6972 | -129667.5676 |
Total P&L (%) | 563.8976 | 487.7217 | 76.1759 | 1561.8541 | 1691.5217 | -129.6676 |
Avg Daily Profit (%) | 0.3 | 0.2595 | 0.0405 | 0.1496 | 0.1536 | 0 |
Buy And Hold Return (%) | 180.4416 | 180.4416 | 180.4416 | 180.4416 | 180.4416 | 180.4416 |
Max Trade Drawdown | -130793 | -65195 | -149446 | -1668122 | -717717 | -1531586 |
Profit Factor | 1.6932 | 2.3157 | 1.172 | 1.2414 | 1.5964 | 0.9643 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 92 | 47 | 45 | 92 | 47 | 45 |
Losing Trades | 91 | 44 | 47 | 91 | 44 | 47 |
Profitability (%) | 50.2732 | 51.6484 | 48.913 | 50.2732 | 51.6484 | 48.913 |
Ratio Avg Win / Avg Loss | 1.6748 | 2.1679 | 1.2241 | 1.2279 | 1.4945 | 1.0072 |
Largest Winning Trade | 147988 | 147988 | 54699 | 430799 | 430799 | 323838 |
Largest Losing Trade | -32645 | -31506 | -32645 | -484547 | -484547 | -481688 |
Avg Bars in Trades | 60 | 57 | 63 | 60 | 57 | 63 |
Avg Bars in Winners | 71 | 68 | 74 | 71 | 68 | 74 |
Avg Bars in Losers | 49 | 45 | 53 | 49 | 45 | 53 |
Bars Traded | 11095 | 5230 | 5865 | 11095 | 5230 | 5865 |
Profit Streak | 0 | 40.3803 | 0 | 0 | 40.3803 | 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 | 363399 | 346129 | -336568 | 282314 | 359557 | -579842 |
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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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