Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 266070.8576 | 270301.737 | -4230.8794 | 13440.7387 | 103136.8281 | -89696.0894 |
Total P&L (%) | 266.0709 | 270.3017 | -4.2309 | 13.4407 | 103.1368 | -89.6961 |
Avg Daily Profit (%) | 0.2187 | 0.2221 | -0.0035 | 0.0104 | 0.0583 | -0.1866 |
Buy And Hold Return (%) | 23.2348 | 23.2348 | 23.2348 | 23.2348 | 23.2348 | 23.2348 |
Max Trade Drawdown | -148434 | -130963 | -51255 | -599377 | -475737 | -228845 |
Profit Factor | 1.3526 | 1.649 | 0.9875 | 1.0055 | 1.0768 | 0.919 |
Total Trades | 217 | 109 | 108 | 217 | 109 | 108 |
Winning Trades | 93 | 41 | 52 | 93 | 41 | 52 |
Losing Trades | 124 | 68 | 56 | 124 | 68 | 56 |
Profitability (%) | 42.8571 | 37.6147 | 48.1481 | 42.8571 | 37.6147 | 48.1481 |
Ratio Avg Win / Avg Loss | 1.8035 | 2.735 | 1.0634 | 1.3406 | 1.7858 | 0.9897 |
Largest Winning Trade | 192706 | 192706 | 26155 | 298022 | 298022 | 93099 |
Largest Losing Trade | -29523 | -25963 | -29523 | -161540 | -128704 | -161540 |
Avg Bars in Trades | 65 | 97 | 33 | 65 | 97 | 33 |
Avg Bars in Winners | 86 | 150 | 36 | 86 | 150 | 36 |
Avg Bars in Losers | 49 | 65 | 30 | 49 | 65 | 30 |
Bars Traded | 14237 | 10621 | 3616 | 14237 | 10621 | 3616 |
Profit Streak | 29.1034 | 29.1034 | 32.1868 | 29.1034 | 29.1034 | 32.1868 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329629 | 246911 | -578644 | -559401 | -256012 | -580310 |
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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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