Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 652794.4155 | 617352.737 | 35441.6786 | 519713.0343 | 1092550.7195 | -572837.6852 |
Total P&L (%) | 652.7944 | 617.3527 | 35.4417 | 519.713 | 1092.5507 | -572.8377 |
Avg Daily Profit (%) | 0.356 | 0.3367 | 0.0193 | 0.0995 | 0.1353 | 0 |
Buy And Hold Return (%) | 152.8054 | 152.8054 | 152.8054 | 152.8054 | 152.8054 | 152.8054 |
Max Trade Drawdown | -93930 | -89279 | -73926 | -1150577 | -699136 | -988089 |
Profit Factor | 1.68 | 2.305 | 1.0728 | 1.0776 | 1.3391 | 0.8353 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Losing Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Profitability (%) | 39.881 | 40.4762 | 39.2857 | 39.881 | 40.4762 | 39.2857 |
Ratio Avg Win / Avg Loss | 2.5325 | 3.3897 | 1.6579 | 1.6244 | 1.9693 | 1.2909 |
Largest Winning Trade | 320869 | 320869 | 46264 | 489661 | 489661 | 278968 |
Largest Losing Trade | -47323 | -41814 | -47323 | -354667 | -302988 | -354667 |
Avg Bars in Trades | 20 | 21 | 18 | 20 | 21 | 18 |
Avg Bars in Winners | 31 | 34 | 29 | 31 | 34 | 29 |
Avg Bars in Losers | 12 | 13 | 12 | 12 | 13 | 12 |
Bars Traded | 3414 | 1834 | 1580 | 3414 | 1834 | 1580 |
Profit Streak | 25.9977 | 34.4977 | 0 | 25.9977 | 34.4977 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300176 | 295025 | -476391 | -198741 | -13795 | -583329 |
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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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