Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 578840.1079 | 616200.165 | -37360.0571 | 54645.1559 | 588586.8143 | -533941.6584 |
Total P&L (%) | 578.8401 | 616.2002 | -37.3601 | 54.6452 | 588.5868 | -533.9417 |
Avg Daily Profit (%) | 0.2778 | 0.2958 | -0.0179 | 0.0209 | 0.0927 | 0 |
Buy And Hold Return (%) | 81.7102 | 81.7102 | 81.7102 | 81.7102 | 81.7102 | 81.7102 |
Max Trade Drawdown | -139049 | -129973 | -175252 | -865973 | -669636 | -672147 |
Profit Factor | 1.5658 | 2.2474 | 0.9294 | 1.017 | 1.3708 | 0.6728 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 79 | 41 | 38 | 79 | 41 | 38 |
Profitability (%) | 39.6947 | 36.9231 | 42.4242 | 39.6947 | 36.9231 | 42.4242 |
Ratio Avg Win / Avg Loss | 2.3788 | 3.8393 | 1.2613 | 1.545 | 2.3419 | 0.9131 |
Largest Winning Trade | 194368 | 194368 | 66883 | 595057 | 595057 | 223194 |
Largest Losing Trade | -45752 | -45752 | -42695 | -239805 | -239805 | -234199 |
Avg Bars in Trades | 187 | 183 | 191 | 187 | 183 | 191 |
Avg Bars in Winners | 312 | 332 | 296 | 312 | 332 | 296 |
Avg Bars in Losers | 105 | 96 | 115 | 105 | 96 | 115 |
Bars Traded | 24619 | 11955 | 12664 | 24619 | 11955 | 12664 |
Profit Streak | 16.6902 | 0 | 27.0235 | 16.6902 | 0 | 27.0235 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303657 | -123909 | -705974 | -534510 | -204261 | -707641 |
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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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