Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 659549.9041 | 641561.9159 | 17987.9882 | 419627.7253 | 612643.7479 | -193016.0226 |
Total P&L (%) | 659.5499 | 641.5619 | 17.988 | 419.6277 | 612.6437 | -193.016 |
Avg Daily Profit (%) | 0.3618 | 0.3519 | 0.0099 | 0.0904 | 0.1078 | 0 |
Buy And Hold Return (%) | 215.2538 | 215.2538 | 215.2538 | 215.2538 | 215.2538 | 215.2538 |
Max Trade Drawdown | -128056 | -88873 | -158273 | -578921 | -424411 | -405790 |
Profit Factor | 1.8055 | 2.4987 | 1.046 | 1.2144 | 1.6767 | 0.8165 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Profitability (%) | 44.6281 | 43.3333 | 45.9016 | 44.6281 | 43.3333 | 45.9016 |
Ratio Avg Win / Avg Loss | 2.2402 | 3.2675 | 1.2328 | 1.5068 | 2.1926 | 0.9623 |
Largest Winning Trade | 245267 | 245267 | 77322 | 557310 | 557310 | 173924 |
Largest Losing Trade | -58303 | -42656 | -58303 | -258969 | -96442 | -258969 |
Avg Bars in Trades | 178 | 182 | 173 | 178 | 182 | 173 |
Avg Bars in Winners | 242 | 255 | 230 | 242 | 255 | 230 |
Avg Bars in Losers | 126 | 126 | 125 | 126 | 126 | 125 |
Bars Traded | 21544 | 10957 | 10587 | 21544 | 10957 | 10587 |
Profit Streak | 29.6915 | 48.5249 | 29.6915 | 29.6915 | 48.5249 | 29.6915 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324975 | -160240 | -678048 | -79550 | -219976 | -743512 |
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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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