Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 281949.5236 | 282862.1341 | -912.6105 | 36032.0833 | 195580.1082 | -159548.0249 |
Total P&L (%) | 281.9495 | 282.8621 | -0.9126 | 36.0321 | 195.5801 | -159.548 |
Avg Daily Profit (%) | 0.2279 | 0.2287 | -0.0007 | 0.0249 | 0.0877 | 0 |
Buy And Hold Return (%) | 68.839 | 68.839 | 68.839 | 68.839 | 68.839 | 68.839 |
Max Trade Drawdown | -134709 | -60617 | -110814 | -237707 | -73349 | -219838 |
Profit Factor | 1.3702 | 1.8504 | 0.9979 | 1.0389 | 1.5133 | 0.7074 |
Total Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Winning Trades | 86 | 41 | 45 | 86 | 41 | 45 |
Losing Trades | 73 | 38 | 35 | 73 | 38 | 35 |
Profitability (%) | 54.0881 | 51.8987 | 56.25 | 54.0881 | 51.8987 | 56.25 |
Ratio Avg Win / Avg Loss | 1.1631 | 1.715 | 0.7761 | 0.8819 | 1.4026 | 0.5502 |
Largest Winning Trade | 160341 | 160341 | 29617 | 168977 | 168977 | 26753 |
Largest Losing Trade | -52681 | -52681 | -50954 | -139802 | -65157 | -139802 |
Avg Bars in Trades | 22 | 26 | 18 | 22 | 26 | 18 |
Avg Bars in Winners | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Losers | 23 | 31 | 15 | 23 | 31 | 15 |
Bars Traded | 3516 | 2068 | 1448 | 3516 | 2068 | 1448 |
Profit Streak | 6.5357 | 0 | 9.5357 | 6.5357 | 0 | 9.5357 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308385 | -17181 | -598482 | -502482 | -104237 | -598482 |
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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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