Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 444908.1914 | 403469.8559 | 41438.3356 | -941179.4281 | -819720.1985 | -121459.2297 |
Total P&L (%) | 444.9082 | 403.4699 | 41.4383 | -941.1794 | -819.7202 | -121.4592 |
Avg Daily Profit (%) | 0.2426 | 0.22 | 0.0226 | 0 | 0 | 0 |
Buy And Hold Return (%) | 164.5082 | 164.5082 | 164.5082 | 164.5082 | 164.5082 | 164.5082 |
Max Trade Drawdown | -132576 | -59610 | -166318 | -1225133 | -950933 | -527151 |
Profit Factor | 1.5275 | 2.1755 | 1.0828 | 0.7367 | 0.5666 | 0.9279 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 116 | 57 | 59 | 50 | 29 | 21 |
Losing Trades | 47 | 24 | 23 | 113 | 52 | 61 |
Profitability (%) | 71.1656 | 70.3704 | 71.9512 | 30.6748 | 35.8025 | 25.6098 |
Ratio Avg Win / Avg Loss | 0.6189 | 0.916 | 0.4221 | 1.665 | 1.016 | 2.6952 |
Largest Winning Trade | 51033 | 51033 | 29479 | 470995 | 143108 | 470995 |
Largest Losing Trade | -125382 | -37824 | -125382 | -265030 | -265030 | -158388 |
Avg Bars in Trades | 43 | 43 | 43 | 43 | 43 | 43 |
Avg Bars in Winners | 30 | 27 | 34 | 69 | 72 | 63 |
Avg Bars in Losers | 75 | 82 | 67 | 32 | 27 | 36 |
Bars Traded | 7106 | 3540 | 3565 | 7106 | 3540 | 3565 |
Profit Streak | 14.2551 | 0 | 59.0051 | 0 | 49.7551 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309967 | -3758 | -459886 | -584661 | -596026 | -609585 |
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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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