Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 563292.3293 | 630344.1565 | -67051.8272 | -29288.2235 | 350212.2128 | -379500.4363 |
Total P&L (%) | 563.2923 | 630.3442 | -67.0518 | -29.2882 | 350.2122 | -379.5004 |
Avg Daily Profit (%) | 0.3023 | 0.3382 | -0.036 | -0.0186 | 0.0808 | 0 |
Buy And Hold Return (%) | 157.7751 | 157.7751 | 157.7751 | 157.7751 | 157.7751 | 157.7751 |
Max Trade Drawdown | -144352 | -67144 | -127907 | -379798 | -173027 | -370594 |
Profit Factor | 1.5721 | 2.7001 | 0.8908 | 0.9806 | 1.6491 | 0.6088 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 94 | 46 | 48 | 94 | 46 | 48 |
Losing Trades | 80 | 41 | 39 | 80 | 41 | 39 |
Profitability (%) | 54.023 | 52.8736 | 55.1724 | 54.023 | 52.8736 | 55.1724 |
Ratio Avg Win / Avg Loss | 1.3379 | 2.4066 | 0.7238 | 0.8346 | 1.4698 | 0.4946 |
Largest Winning Trade | 337571 | 337571 | 78369 | 267104 | 267104 | 108800 |
Largest Losing Trade | -65515 | -30554 | -65515 | -169846 | -75361 | -169846 |
Avg Bars in Trades | 125 | 114 | 137 | 125 | 114 | 137 |
Avg Bars in Winners | 144 | 118 | 169 | 144 | 118 | 169 |
Avg Bars in Losers | 103 | 109 | 97 | 103 | 109 | 97 |
Bars Traded | 21861 | 9941 | 11920 | 21861 | 9941 | 11920 |
Profit Streak | 1.5937 | 0 | 90.0104 | 1.5937 | 0 | 90.0104 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 253920 | 439027 | -578982 | -581778 | -88478 | -578982 |
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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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