Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 452819.7678 | 529810.1179 | -76990.3501 | -22576.3833 | 628917.9378 | -651494.3211 |
Total P&L (%) | 452.8198 | 529.8101 | -76.9904 | -22.5764 | 628.9179 | -651.4943 |
Avg Daily Profit (%) | 0.2498 | 0.2922 | -0.0425 | -0.0141 | 0.1096 | 0 |
Buy And Hold Return (%) | 120.0219 | 120.0219 | 120.0219 | 120.0219 | 120.0219 | 120.0219 |
Max Trade Drawdown | -210309 | -123151 | -155294 | -795191 | -435236 | -659758 |
Profit Factor | 1.4804 | 2.237 | 0.8503 | 0.9908 | 1.5644 | 0.5183 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 75 | 36 | 39 | 75 | 36 | 39 |
Losing Trades | 94 | 48 | 46 | 94 | 48 | 46 |
Profitability (%) | 44.3787 | 42.8571 | 45.8824 | 44.3787 | 42.8571 | 45.8824 |
Ratio Avg Win / Avg Loss | 1.8555 | 2.9826 | 1.0029 | 1.2419 | 2.0858 | 0.6114 |
Largest Winning Trade | 316346 | 316346 | 65572 | 404301 | 404301 | 80454 |
Largest Losing Trade | -51340 | -32278 | -51340 | -203887 | -189940 | -203887 |
Avg Bars in Trades | 41 | 36 | 46 | 41 | 36 | 46 |
Avg Bars in Winners | 57 | 44 | 69 | 57 | 44 | 69 |
Avg Bars in Losers | 28 | 30 | 27 | 28 | 30 | 27 |
Bars Traded | 7008 | 3034 | 3974 | 7008 | 3034 | 3974 |
Profit Streak | 6.5099 | 6.5099 | 11.7599 | 6.5099 | 6.5099 | 11.7599 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 295063 | 317248 | -579951 | -578835 | -47004 | -581617 |
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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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