Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 704252.0815 | 649218.3798 | 55033.7017 | 212960.1808 | 373406.5275 | -160446.3467 |
Total P&L (%) | 704.2521 | 649.2184 | 55.0337 | 212.9602 | 373.4065 | -160.4463 |
Avg Daily Profit (%) | 0.3634 | 0.335 | 0.0284 | 0.0589 | 0.0803 | 0 |
Buy And Hold Return (%) | 16.1019 | 16.1019 | 16.1019 | 16.1019 | 16.1019 | 16.1019 |
Max Trade Drawdown | -132862 | -105740 | -96344 | -575447 | -574603 | -544812 |
Profit Factor | 1.6131 | 2.1461 | 1.0945 | 1.0494 | 1.1796 | 0.9282 |
Total Trades | 228 | 114 | 114 | 228 | 114 | 114 |
Winning Trades | 96 | 38 | 58 | 96 | 38 | 58 |
Losing Trades | 132 | 76 | 56 | 132 | 76 | 56 |
Profitability (%) | 42.1053 | 33.3333 | 50.8772 | 42.1053 | 33.3333 | 50.8772 |
Ratio Avg Win / Avg Loss | 2.2181 | 4.2921 | 1.0568 | 1.4429 | 2.3592 | 0.8962 |
Largest Winning Trade | 380201 | 380201 | 52380 | 569262 | 569262 | 212017 |
Largest Losing Trade | -49782 | -39612 | -49782 | -223606 | -104851 | -223606 |
Avg Bars in Trades | 100 | 92 | 109 | 100 | 92 | 109 |
Avg Bars in Winners | 156 | 153 | 157 | 156 | 153 | 157 |
Avg Bars in Losers | 60 | 61 | 58 | 60 | 61 | 58 |
Bars Traded | 22991 | 10540 | 12451 | 22991 | 10540 | 12451 |
Profit Streak | 24.24 | 24.24 | 31.8233 | 24.24 | 24.24 | 31.8233 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434740 | 255088 | -273351 | -280934 | -113832 | -579917 |
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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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