Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 622481.8914 | 572011.1361 | 50470.7553 | 756794.836 | 664766.7868 | 92028.0492 |
Total P&L (%) | 622.4819 | 572.0111 | 50.4708 | 756.7948 | 664.7668 | 92.028 |
Avg Daily Profit (%) | 0.3312 | 0.3043 | 0.0269 | 0.1143 | 0.1083 | 0.0347 |
Buy And Hold Return (%) | 148.7451 | 148.7451 | 148.7451 | 148.7451 | 148.7451 | 148.7451 |
Max Trade Drawdown | -79808 | -111932 | -22200 | -551224 | -531828 | -125073 |
Profit Factor | 2.5208 | 3.1423 | 1.3547 | 1.3821 | 1.5016 | 1.1404 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 65 | 27 | 38 | 65 | 27 | 38 |
Losing Trades | 90 | 50 | 40 | 90 | 50 | 40 |
Profitability (%) | 41.9355 | 35.0649 | 48.7179 | 41.9355 | 35.0649 | 48.7179 |
Ratio Avg Win / Avg Loss | 3.4904 | 5.8191 | 1.426 | 1.9137 | 2.7808 | 1.2005 |
Largest Winning Trade | 482415 | 482415 | 28651 | 545145 | 545145 | 145363 |
Largest Losing Trade | -19281 | -19281 | -11668 | -189649 | -189649 | -92639 |
Avg Bars in Trades | 70 | 123 | 18 | 70 | 123 | 18 |
Avg Bars in Winners | 120 | 255 | 24 | 120 | 255 | 24 |
Avg Bars in Losers | 34 | 52 | 12 | 34 | 52 | 12 |
Bars Traded | 10918 | 9498 | 1420 | 10918 | 9498 | 1420 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344960 | -35191 | -357043 | -41835 | -95147 | -413027 |
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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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