Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 270590.133 | 255925.2008 | 14664.9322 | -106887.4879 | 1605904.7347 | -1712792.2226 |
Total P&L (%) | 270.5901 | 255.9252 | 14.6649 | -106.8875 | 1605.9047 | -1712.7922 |
Avg Daily Profit (%) | 0.1912 | 0.1809 | 0.0104 | 0 | 0.2007 | 0 |
Buy And Hold Return (%) | 57.037 | 57.037 | 57.037 | 57.037 | 57.037 | 57.037 |
Max Trade Drawdown | -187785 | -86123 | -143030 | -2167483 | -349998 | -2226639 |
Profit Factor | 1.3251 | 1.7579 | 1.0296 | 0.982 | 1.9789 | 0.6007 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 101 | 48 | 53 | 102 | 50 | 52 |
Losing Trades | 67 | 36 | 31 | 66 | 34 | 32 |
Profitability (%) | 60.119 | 57.1429 | 63.0952 | 60.7143 | 59.5238 | 61.9048 |
Ratio Avg Win / Avg Loss | 0.879 | 1.3185 | 0.6022 | 0.6354 | 1.3456 | 0.3697 |
Largest Winning Trade | 61896 | 61896 | 43958 | 519614 | 519614 | 219294 |
Largest Losing Trade | -101090 | -27524 | -101090 | -2167483 | -327384 | -2167483 |
Avg Bars in Trades | 15 | 15 | 14 | 15 | 15 | 14 |
Avg Bars in Winners | 15 | 15 | 14 | 15 | 15 | 14 |
Avg Bars in Losers | 15 | 15 | 14 | 15 | 15 | 15 |
Bars Traded | 2527 | 1269 | 1258 | 2527 | 1269 | 1258 |
Profit Streak | 0 | 0 | 0 | 27.3579 | 34.8579 | 27.3579 |
Trades During Streak | 0 | 0 | 0 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 252919 | 315522 | -532422 | -576766 | 473217 | -578467 |
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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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