Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 406800.1425 | 450470.4212 | -43670.2786 | -33109.243 | 50986.8996 | -84096.1426 |
Total P&L (%) | 406.8001 | 450.4704 | -43.6703 | -33.1092 | 50.9869 | -84.0961 |
Avg Daily Profit (%) | 0.1953 | 0.2162 | -0.021 | -0.0193 | 0.0198 | -0.0882 |
Buy And Hold Return (%) | 71.8313 | 71.8313 | 71.8313 | 71.8313 | 71.8313 | 71.8313 |
Max Trade Drawdown | -212135 | -150478 | -74839 | -1038309 | -806344 | -236644 |
Profit Factor | 1.3714 | 1.5339 | 0.8264 | 0.9839 | 1.0314 | 0.8073 |
Total Trades | 297 | 148 | 149 | 297 | 148 | 149 |
Winning Trades | 126 | 60 | 66 | 126 | 60 | 66 |
Losing Trades | 171 | 88 | 83 | 171 | 88 | 83 |
Profitability (%) | 42.4242 | 40.5405 | 44.2953 | 42.4242 | 40.5405 | 44.2953 |
Ratio Avg Win / Avg Loss | 1.8612 | 2.2498 | 1.0393 | 1.3353 | 1.5127 | 1.0152 |
Largest Winning Trade | 361505 | 361505 | 24334 | 727556 | 727556 | 150999 |
Largest Losing Trade | -41816 | -41816 | -12914 | -269339 | -269339 | -80297 |
Avg Bars in Trades | 83 | 155 | 12 | 83 | 155 | 12 |
Avg Bars in Winners | 102 | 201 | 13 | 102 | 201 | 13 |
Avg Bars in Losers | 69 | 124 | 11 | 69 | 124 | 11 |
Bars Traded | 24892 | 23056 | 1836 | 24892 | 23056 | 1836 |
Profit Streak | 17.8406 | 17.8406 | 175.5073 | 17.8407 | 17.8407 | 175.5073 |
Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302539 | 238433 | -579772 | -579028 | -520391 | -579772 |
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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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