Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 448921.4295 | 411224.9363 | 37696.4933 | 24361.429 | -38561.1127 | 62922.5417 |
Total P&L (%) | 448.9214 | 411.2249 | 37.6965 | 24.3614 | -38.5611 | 62.9225 |
Avg Daily Profit (%) | 0.1883 | 0.1725 | 0.0158 | 0.0091 | -0.0204 | 0.0205 |
Buy And Hold Return (%) | 18.2586 | 18.2586 | 18.2586 | 18.2586 | 18.2586 | 18.2586 |
Max Trade Drawdown | -121967 | -136689 | -9418 | -593553 | -608549 | -31465 |
Profit Factor | 1.6118 | 1.6139 | 1.5907 | 1.0147 | 0.975 | 1.574 |
Total Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Winning Trades | 83 | 38 | 45 | 83 | 38 | 45 |
Losing Trades | 76 | 41 | 35 | 76 | 41 | 35 |
Profitability (%) | 52.2013 | 48.1013 | 56.25 | 52.2013 | 48.1013 | 56.25 |
Ratio Avg Win / Avg Loss | 1.4759 | 1.7413 | 1.2372 | 0.9291 | 1.052 | 1.2242 |
Largest Winning Trade | 151180 | 151180 | 9925 | 341690 | 341690 | 41393 |
Largest Losing Trade | -60788 | -60788 | -7039 | -317961 | -317961 | -23782 |
Avg Bars in Trades | 87 | 174 | 2 | 87 | 174 | 2 |
Avg Bars in Winners | 106 | 228 | 3 | 106 | 228 | 3 |
Avg Bars in Losers | 67 | 123 | 1 | 67 | 123 | 1 |
Bars Traded | 13981 | 13750 | 231 | 13981 | 13750 | 231 |
Profit Streak | 0 | 54.3562 | 0 | 0 | 54.3562 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380852 | -16271 | -194695 | -447281 | -605823 | -184836 |
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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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