Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 426626.5895 | 398429.8552 | 28196.7343 | 341596.6833 | 608495.0845 | -266898.4012 |
Total P&L (%) | 426.6266 | 398.4299 | 28.1967 | 341.5967 | 608.4951 | -266.8984 |
Avg Daily Profit (%) | 0.3022 | 0.2822 | 0.02 | 0.1053 | 0.1388 | 0 |
Buy And Hold Return (%) | 23.373 | 23.373 | 23.373 | 23.373 | 23.373 | 23.373 |
Max Trade Drawdown | -145749 | -128207 | -95212 | -798332 | -466024 | -495986 |
Profit Factor | 1.4613 | 1.8831 | 1.0595 | 1.1009 | 1.3816 | 0.851 |
Total Trades | 273 | 137 | 136 | 273 | 137 | 136 |
Winning Trades | 149 | 71 | 78 | 149 | 71 | 78 |
Losing Trades | 124 | 66 | 58 | 124 | 66 | 58 |
Profitability (%) | 54.5788 | 51.8248 | 57.3529 | 54.5788 | 51.8248 | 57.3529 |
Ratio Avg Win / Avg Loss | 1.2161 | 1.7505 | 0.7879 | 0.9162 | 1.2843 | 0.6328 |
Largest Winning Trade | 147865 | 147865 | 67093 | 336551 | 336551 | 164419 |
Largest Losing Trade | -29716 | -29716 | -29711 | -245270 | -120423 | -245270 |
Avg Bars in Trades | 30 | 28 | 32 | 30 | 28 | 32 |
Avg Bars in Winners | 34 | 33 | 36 | 34 | 33 | 36 |
Avg Bars in Losers | 24 | 23 | 27 | 24 | 23 | 27 |
Bars Traded | 8258 | 3876 | 4382 | 8258 | 3876 | 4382 |
Profit Streak | 0 | 0 | 507.4147 | 0 | 0 | 507.4147 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 417082 | 439978 | -422363 | -161640 | -6443 | -578682 |
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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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