Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 382960.3146 | 478412.1523 | -95451.8377 | -86254.8996 | -356309.1933 | 270054.2937 |
Total P&L (%) | 382.9603 | 478.4122 | -95.4518 | -86.2549 | -356.3092 | 270.0543 |
Avg Daily Profit (%) | 0.2059 | 0.2572 | -0.0513 | -0.1066 | 0 | 0.0704 |
Buy And Hold Return (%) | 118.6441 | 118.6441 | 118.6441 | 118.6441 | 118.6441 | 118.6441 |
Max Trade Drawdown | -323072 | -180101 | -223914 | -2071154 | -1930408 | -460848 |
Profit Factor | 1.2399 | 1.6976 | 0.8951 | 0.9819 | 0.8758 | 1.1418 |
Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
Winning Trades | 120 | 58 | 62 | 120 | 58 | 62 |
Losing Trades | 122 | 63 | 59 | 122 | 63 | 59 |
Profitability (%) | 49.5868 | 47.9339 | 51.2397 | 49.5868 | 47.9339 | 51.2397 |
Ratio Avg Win / Avg Loss | 1.2606 | 1.8439 | 0.8518 | 0.9983 | 0.9513 | 1.0866 |
Largest Winning Trade | 80238 | 80238 | 39177 | 516950 | 516950 | 399611 |
Largest Losing Trade | -86143 | -42600 | -86143 | -660129 | -660129 | -383634 |
Avg Bars in Trades | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Winners | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 3653 | 1828 | 1825 | 3653 | 1828 | 1825 |
Profit Streak | 17.5116 | 17.5116 | 25.0116 | 17.5116 | 17.5116 | 25.0116 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 249476 | 321919 | -580029 | -578327 | -580968 | -167823 |
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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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