Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 526821.389 | 479867.4851 | 46953.904 | 463790.9022 | 894325.261 | -430534.3588 |
Total P&L (%) | 526.8214 | 479.8675 | 46.9539 | 463.7909 | 894.3253 | -430.5344 |
Avg Daily Profit (%) | 0.3256 | 0.2966 | 0.029 | 0.1069 | 0.1421 | 0 |
Buy And Hold Return (%) | 22.8731 | 22.8731 | 22.8731 | 22.8731 | 22.8731 | 22.8731 |
Max Trade Drawdown | -135783 | -163134 | -130135 | -1023008 | -839794 | -952677 |
Profit Factor | 1.5619 | 2.0794 | 1.0952 | 1.0932 | 1.3878 | 0.8389 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 80 | 41 | 39 | 80 | 41 | 39 |
Losing Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Profitability (%) | 49.0798 | 50 | 48.1481 | 49.0798 | 50 | 48.1481 |
Ratio Avg Win / Avg Loss | 1.6204 | 2.0794 | 1.1795 | 1.1341 | 1.3878 | 0.9035 |
Largest Winning Trade | 132829 | 132829 | 68479 | 643848 | 643848 | 319249 |
Largest Losing Trade | -49280 | -43173 | -49280 | -354194 | -354194 | -308176 |
Avg Bars in Trades | 116 | 96 | 136 | 116 | 96 | 136 |
Avg Bars in Winners | 141 | 118 | 165 | 141 | 118 | 165 |
Avg Bars in Losers | 92 | 74 | 110 | 92 | 74 | 110 |
Bars Traded | 19020 | 7940 | 11080 | 19020 | 7940 | 11080 |
Profit Streak | 0 | 0 | 552.2468 | 0 | 0 | 552.2468 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 446494 | 285911 | -288147 | -167773 | -6814 | -592497 |
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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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