Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 405917.42 | 393639.3783 | 12278.0416 | 324720.9157 | 382942.714 | -58221.7983 |
Total P&L (%) | 405.9174 | 393.6394 | 12.278 | 324.7209 | 382.9427 | -58.2218 |
Avg Daily Profit (%) | 0.2875 | 0.2788 | 0.0087 | 0.1025 | 0.1116 | -0.0618 |
Buy And Hold Return (%) | 72.4303 | 72.4303 | 72.4303 | 72.4303 | 72.4303 | 72.4303 |
Max Trade Drawdown | -72609 | -94021 | -77990 | -193975 | -152436 | -100526 |
Profit Factor | 1.611 | 2.1381 | 1.0386 | 1.2888 | 1.6347 | 0.8883 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Losing Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Profitability (%) | 44.8864 | 44.3182 | 45.4545 | 44.8864 | 44.3182 | 45.4545 |
Ratio Avg Win / Avg Loss | 1.9781 | 2.6863 | 1.2463 | 1.5824 | 2.0539 | 1.066 |
Largest Winning Trade | 159103 | 159103 | 57566 | 368229 | 368229 | 63267 |
Largest Losing Trade | -25831 | -25831 | -23351 | -60140 | -51136 | -60140 |
Avg Bars in Trades | 46 | 44 | 47 | 46 | 44 | 47 |
Avg Bars in Winners | 67 | 68 | 65 | 67 | 68 | 65 |
Avg Bars in Losers | 29 | 25 | 32 | 29 | 25 | 32 |
Bars Traded | 8127 | 3931 | 4196 | 8127 | 3931 | 4196 |
Profit Streak | 0 | 0 | 502.8854 | 0 | 0 | 502.8854 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339166 | 316418 | -526602 | -57884 | -44581 | -580613 |
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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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