Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1204922.0045 | 1332468.2458 | -127546.2413 | -70949.9371 | -17761.7544 | -53188.1828 |
Total P&L (%) | 1204.922 | 1332.4682 | -127.5462 | -70.9499 | -17.7618 | -53.1882 |
Avg Daily Profit (%) | 0.5092 | 0.5631 | -0.0539 | -0.0522 | -0.0083 | -0.0321 |
Buy And Hold Return (%) | 527.2775 | 527.2775 | 527.2775 | 527.2775 | 527.2775 | 527.2775 |
Max Trade Drawdown | -166399 | -166179 | -169262 | -360299 | -280750 | -106363 |
Profit Factor | 2.258 | 3.9718 | 0.7496 | 0.9282 | 0.9667 | 0.8832 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 87 | 46 | 41 | 87 | 46 | 41 |
Losing Trades | 89 | 42 | 47 | 89 | 42 | 47 |
Profitability (%) | 49.4318 | 52.2727 | 46.5909 | 49.4318 | 52.2727 | 46.5909 |
Ratio Avg Win / Avg Loss | 2.3099 | 3.6264 | 0.8593 | 0.9496 | 0.8826 | 1.0124 |
Largest Winning Trade | 1281048 | 1281048 | 54748 | 251821 | 251821 | 77168 |
Largest Losing Trade | -82273 | -34741 | -82273 | -101593 | -101593 | -64100 |
Avg Bars in Trades | 51 | 45 | 57 | 51 | 45 | 57 |
Avg Bars in Winners | 66 | 52 | 81 | 66 | 52 | 81 |
Avg Bars in Losers | 37 | 37 | 36 | 37 | 37 | 36 |
Bars Traded | 9064 | 4018 | 5046 | 9064 | 4018 | 5046 |
Profit Streak | 0 | 0 | 18.7167 | 0 | 0 | 18.7167 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384889 | 526533 | -581861 | -580077 | -580802 | -580194 |
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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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