Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 703822.7736 | 680643.3653 | 23179.4083 | 419560.912 | 313126.6385 | 106434.2735 |
Total P&L (%) | 703.8228 | 680.6434 | 23.1794 | 419.5609 | 313.1266 | 106.4343 |
Avg Daily Profit (%) | 0.2812 | 0.272 | 0.0093 | 0.0659 | 0.0567 | 0.029 |
Buy And Hold Return (%) | 218.5477 | 218.5477 | 218.5477 | 218.5477 | 218.5477 | 218.5477 |
Max Trade Drawdown | -127268 | -123124 | -96430 | -155479 | -126594 | -116897 |
Profit Factor | 1.8085 | 2.3821 | 1.0613 | 1.5079 | 1.6045 | 1.3455 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 85 | 40 | 45 | 85 | 40 | 45 |
Losing Trades | 77 | 41 | 36 | 77 | 41 | 36 |
Profitability (%) | 52.4691 | 49.3827 | 55.5556 | 52.4691 | 49.3827 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.6383 | 2.4416 | 0.8491 | 1.366 | 1.6446 | 1.0764 |
Largest Winning Trade | 425819 | 425819 | 34489 | 173420 | 173420 | 78615 |
Largest Losing Trade | -55710 | -39434 | -55710 | -77926 | -77926 | -47107 |
Avg Bars in Trades | 45 | 57 | 32 | 45 | 57 | 32 |
Avg Bars in Winners | 47 | 61 | 35 | 47 | 61 | 35 |
Avg Bars in Losers | 42 | 53 | 28 | 42 | 53 | 28 |
Bars Traded | 7318 | 4668 | 2650 | 7318 | 4668 | 2650 |
Profit Streak | 29.1555 | 31.4888 | 0 | 29.1555 | 31.4888 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 394438 | -1018 | -512213 | -109348 | -156510 | -330839 |
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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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