Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 637986.5685 | 629068.9345 | 8917.6341 | -368292.5836 | 273784.5893 | -642077.1729 |
Total P&L (%) | 637.9866 | 629.0689 | 8.9176 | -368.2926 | 273.7846 | -642.0772 |
Avg Daily Profit (%) | 0.3479 | 0.3431 | 0.0049 | 0 | 0.0719 | 0 |
Buy And Hold Return (%) | 113.2925 | 113.2925 | 113.2925 | 113.2925 | 113.2925 | 113.2925 |
Max Trade Drawdown | -219156 | -83501 | -169485 | -1346475 | -606193 | -901790 |
Profit Factor | 1.8906 | 3.0213 | 1.022 | 0.8649 | 1.2262 | 0.5766 |
Total Trades | 177 | 89 | 88 | 177 | 89 | 88 |
Winning Trades | 103 | 52 | 51 | 94 | 45 | 49 |
Losing Trades | 74 | 37 | 37 | 83 | 44 | 39 |
Profitability (%) | 58.1921 | 58.427 | 57.9545 | 53.1073 | 50.5618 | 55.6818 |
Ratio Avg Win / Avg Loss | 1.3583 | 2.1498 | 0.7415 | 0.7637 | 1.199 | 0.4589 |
Largest Winning Trade | 483830 | 483830 | 54696 | 563376 | 563376 | 161232 |
Largest Losing Trade | -122164 | -45565 | -122164 | -552116 | -480809 | -552116 |
Avg Bars in Trades | 39 | 35 | 43 | 39 | 35 | 43 |
Avg Bars in Winners | 38 | 28 | 48 | 39 | 38 | 41 |
Avg Bars in Losers | 40 | 44 | 36 | 38 | 32 | 46 |
Bars Traded | 6985 | 3151 | 3834 | 6985 | 3151 | 3834 |
Profit Streak | 0 | 0 | 72.4057 | 70.1557 | 70.6557 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 462833 | 534338 | -548810 | -578890 | -101066 | -580360 |
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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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