Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 654835.4482 | 616944.2232 | 37891.225 | 602308.896 | 300845.9542 | 301462.9418 |
Total P&L (%) | 654.8354 | 616.9442 | 37.8912 | 602.3089 | 300.846 | 301.4629 |
Avg Daily Profit (%) | 0.4047 | 0.3813 | 0.0234 | 0.1205 | 0.0858 | 0.0859 |
Buy And Hold Return (%) | 26.0839 | 26.0839 | 26.0839 | 26.0839 | 26.0839 | 26.0839 |
Max Trade Drawdown | -147487 | -74995 | -193340 | -540389 | -295950 | -351270 |
Profit Factor | 1.6077 | 2.135 | 1.071 | 1.1991 | 1.1842 | 1.2166 |
Total Trades | 227 | 114 | 113 | 227 | 114 | 113 |
Winning Trades | 85 | 41 | 44 | 85 | 41 | 44 |
Losing Trades | 142 | 73 | 69 | 142 | 73 | 69 |
Profitability (%) | 37.4449 | 35.9649 | 38.9381 | 37.4449 | 35.9649 | 38.9381 |
Ratio Avg Win / Avg Loss | 2.6858 | 3.8014 | 1.6795 | 2.0032 | 2.1084 | 1.9078 |
Largest Winning Trade | 275303 | 275303 | 78607 | 335339 | 335339 | 174619 |
Largest Losing Trade | -53872 | -28520 | -53872 | -205829 | -141241 | -205829 |
Avg Bars in Trades | 83 | 70 | 97 | 83 | 70 | 97 |
Avg Bars in Winners | 142 | 120 | 162 | 142 | 120 | 162 |
Avg Bars in Losers | 48 | 42 | 55 | 48 | 42 | 55 |
Bars Traded | 19049 | 8059 | 10990 | 19049 | 8059 | 10990 |
Profit Streak | 0 | 0 | 489.4579 | 0 | 0 | 489.4579 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328899 | 285805 | -331865 | -35780 | -100872 | -81502 |
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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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