Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 254114.0515 | 251905.5073 | 2208.5442 | 35541.736 | 54466.0819 | -18924.346 |
Total P&L (%) | 254.1141 | 251.9055 | 2.2085 | 35.5417 | 54.4661 | -18.9243 |
Avg Daily Profit (%) | 0.1794 | 0.1778 | 0.0016 | 0.0215 | 0.0307 | -0.0148 |
Buy And Hold Return (%) | 18.955 | 18.955 | 18.955 | 18.955 | 18.955 | 18.955 |
Max Trade Drawdown | -100617 | -74998 | -92247 | -177642 | -139907 | -89570 |
Profit Factor | 1.4942 | 1.873 | 1.0098 | 1.0595 | 1.1519 | 0.9207 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 49.3671 | 46.1538 | 52.5 | 49.3671 | 46.1538 | 52.5 |
Ratio Avg Win / Avg Loss | 1.5325 | 2.1852 | 0.9136 | 1.0867 | 1.3439 | 0.833 |
Largest Winning Trade | 157649 | 157649 | 33698 | 142969 | 142969 | 33926 |
Largest Losing Trade | -44222 | -44222 | -38347 | -57644 | -57644 | -33246 |
Avg Bars in Trades | 47 | 59 | 35 | 47 | 59 | 35 |
Avg Bars in Winners | 55 | 72 | 40 | 55 | 72 | 40 |
Avg Bars in Losers | 39 | 47 | 30 | 39 | 47 | 30 |
Bars Traded | 3726 | 2306 | 1420 | 3726 | 2306 | 1420 |
Profit Streak | 93.7939 | 96.7939 | 93.7939 | 93.7939 | 96.7939 | 93.7939 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -20738 | 362559 | -567023 | -357522 | -209458 | -579866 |
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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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