Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 396820.2953 | 445186.6281 | -48366.3328 | -11789.0679 | 384698.6164 | -396487.6843 |
Total P&L (%) | 396.8203 | 445.1866 | -48.3663 | -11.7891 | 384.6986 | -396.4877 |
Avg Daily Profit (%) | 0.1587 | 0.178 | -0.0193 | -0.005 | 0.0631 | 0 |
Buy And Hold Return (%) | 32.946 | 32.946 | 32.946 | 32.946 | 32.946 | 32.946 |
Max Trade Drawdown | -135666 | -79909 | -153387 | -517001 | -280924 | -498641 |
Profit Factor | 1.3101 | 1.7503 | 0.9295 | 0.9952 | 1.3258 | 0.6942 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 79 | 43 | 36 | 79 | 43 | 36 |
Losing Trades | 111 | 52 | 59 | 111 | 52 | 59 |
Profitability (%) | 41.5789 | 45.2632 | 37.8947 | 41.5789 | 45.2632 | 37.8947 |
Ratio Avg Win / Avg Loss | 1.8408 | 2.1166 | 1.5234 | 1.3984 | 1.6033 | 1.1377 |
Largest Winning Trade | 134374 | 134374 | 60566 | 322886 | 322886 | 154278 |
Largest Losing Trade | -40940 | -40940 | -29855 | -190722 | -190722 | -121946 |
Avg Bars in Trades | 38 | 28 | 48 | 38 | 28 | 48 |
Avg Bars in Winners | 61 | 40 | 87 | 61 | 40 | 87 |
Avg Bars in Losers | 21 | 18 | 24 | 21 | 18 | 24 |
Bars Traded | 7308 | 2715 | 4593 | 7308 | 2715 | 4593 |
Profit Streak | 44.0302 | 49.6969 | 0 | 44.0302 | 49.6969 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 244746 | 340230 | -583008 | -580837 | -108571 | -584119 |
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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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