Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 209158.8676 | 181650.3324 | 27508.5352 | -93075.502 | 4297.5845 | -97373.0865 |
Total P&L (%) | 209.1589 | 181.6503 | 27.5085 | -93.0755 | 4.2976 | -97.3731 |
Avg Daily Profit (%) | 0.2008 | 0.1744 | 0.0264 | -0.256 | 0.004 | -0.3488 |
Buy And Hold Return (%) | 12.9464 | 12.9464 | 12.9464 | 12.9464 | 12.9464 | 12.9464 |
Max Trade Drawdown | -101877 | -72459 | -98836 | -107941 | -7582 | -107902 |
Profit Factor | 1.2358 | 1.4407 | 1.0579 | 0.4689 | 1.1095 | 0.284 |
Total Trades | 375 | 188 | 187 | 375 | 188 | 187 |
Winning Trades | 232 | 110 | 122 | 232 | 110 | 122 |
Losing Trades | 143 | 78 | 65 | 143 | 78 | 65 |
Profitability (%) | 61.8667 | 58.5106 | 65.2406 | 61.8667 | 58.5106 | 65.2406 |
Ratio Avg Win / Avg Loss | 0.7617 | 1.0216 | 0.5637 | 0.289 | 0.7868 | 0.1513 |
Largest Winning Trade | 28826 | 28826 | 20027 | 7351 | 7351 | 4527 |
Largest Losing Trade | -98836 | -35249 | -98836 | -107902 | -6797 | -107902 |
Avg Bars in Trades | 65 | 75 | 56 | 65 | 75 | 56 |
Avg Bars in Winners | 43 | 47 | 39 | 43 | 47 | 39 |
Avg Bars in Losers | 103 | 115 | 87 | 103 | 115 | 87 |
Bars Traded | 24741 | 14238 | 10502 | 24741 | 14238 | 10502 |
Profit Streak | 2.848 | 2.848 | 18.098 | 2.848 | 2.848 | 18.098 |
Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 299815 | 309124 | -318150 | -578102 | -454665 | -576525 |
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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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