Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 534724.5549 | 656878.18 | -122153.6252 | -72163.2228 | 52535.2624 | -124698.4852 |
Total P&L (%) | 534.7246 | 656.8782 | -122.1536 | -72.1632 | 52.5353 | -124.6985 |
Avg Daily Profit (%) | 0.2898 | 0.356 | -0.0662 | -0.0693 | 0.0229 | 0 |
Buy And Hold Return (%) | 166.6469 | 166.6469 | 166.6469 | 166.6469 | 166.6469 | 166.6469 |
Max Trade Drawdown | -215888 | -158928 | -173000 | -492371 | -422262 | -314114 |
Profit Factor | 1.65 | 2.6682 | 0.7152 | 0.9459 | 1.0796 | 0.8147 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Losing Trades | 94 | 48 | 46 | 94 | 48 | 46 |
Profitability (%) | 43.7126 | 42.8571 | 44.5783 | 43.7126 | 42.8571 | 44.5783 |
Ratio Avg Win / Avg Loss | 2.1247 | 3.5577 | 0.8892 | 1.218 | 1.4395 | 1.0128 |
Largest Winning Trade | 734305 | 734305 | 45633 | 425985 | 425985 | 151180 |
Largest Losing Trade | -32490 | -32490 | -31751 | -154627 | -154627 | -118966 |
Avg Bars in Trades | 42 | 39 | 45 | 42 | 39 | 45 |
Avg Bars in Winners | 66 | 60 | 71 | 66 | 60 | 71 |
Avg Bars in Losers | 24 | 24 | 23 | 24 | 24 | 23 |
Bars Traded | 7098 | 3352 | 3746 | 7098 | 3352 | 3746 |
Profit Streak | 0 | 0 | 23.7828 | 0 | 0 | 23.7828 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 267637 | 326881 | -582673 | -580681 | -464146 | -581006 |
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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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