Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 375397.6017 | 351208.8865 | 24188.7152 | 238183.9077 | 668037.4914 | -429853.5836 |
Total P&L (%) | 375.3976 | 351.2089 | 24.1887 | 238.1839 | 668.0375 | -429.8536 |
Avg Daily Profit (%) | 0.2195 | 0.2053 | 0.0141 | 0.0713 | 0.1193 | 0 |
Buy And Hold Return (%) | 123.1604 | 123.1604 | 123.1604 | 123.1604 | 123.1604 | 123.1604 |
Max Trade Drawdown | -134543 | -73617 | -91770 | -1336852 | -481185 | -1064549 |
Profit Factor | 1.4547 | 1.8247 | 1.0605 | 1.0529 | 1.3082 | 0.8157 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 99 | 47 | 52 | 99 | 47 | 52 |
Losing Trades | 84 | 45 | 39 | 84 | 45 | 39 |
Profitability (%) | 54.0984 | 51.087 | 57.1429 | 54.0984 | 51.087 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.2343 | 1.747 | 0.7954 | 0.8934 | 1.2525 | 0.6118 |
Largest Winning Trade | 107843 | 107843 | 47399 | 370960 | 370960 | 227096 |
Largest Losing Trade | -48595 | -40860 | -48595 | -383587 | -321503 | -383587 |
Avg Bars in Trades | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Winners | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
Bars Traded | 3306 | 1661 | 1646 | 3306 | 1661 | 1646 |
Profit Streak | 9.8353 | 37.3353 | 0 | 9.8353 | 37.3353 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 294478 | 323460 | -494460 | -266673 | -33197 | -579885 |
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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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