Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 684306.9183 | 642964.22 | 41342.6983 | 403996.7966 | 602071.8132 | -198075.0167 |
Total P&L (%) | 684.3069 | 642.9642 | 41.3427 | 403.9968 | 602.0718 | -198.075 |
Avg Daily Profit (%) | 0.3723 | 0.3498 | 0.0225 | 0.088 | 0.1061 | 0 |
Buy And Hold Return (%) | 121.4058 | 121.4058 | 121.4058 | 121.4058 | 121.4058 | 121.4058 |
Max Trade Drawdown | -123336 | -80471 | -115187 | -654644 | -381212 | -457352 |
Profit Factor | 1.7227 | 2.5353 | 1.0783 | 1.0996 | 1.321 | 0.9091 |
Total Trades | 231 | 116 | 115 | 231 | 116 | 115 |
Winning Trades | 117 | 53 | 64 | 117 | 53 | 64 |
Losing Trades | 114 | 63 | 51 | 114 | 63 | 51 |
Profitability (%) | 50.6494 | 45.6897 | 55.6522 | 50.6494 | 45.6897 | 55.6522 |
Ratio Avg Win / Avg Loss | 1.6785 | 3.0137 | 0.8593 | 1.0714 | 1.5702 | 0.7244 |
Largest Winning Trade | 451958 | 451958 | 40617 | 433793 | 433793 | 104692 |
Largest Losing Trade | -63344 | -42319 | -63344 | -279880 | -210570 | -279880 |
Avg Bars in Trades | 15 | 16 | 14 | 15 | 16 | 14 |
Avg Bars in Winners | 19 | 22 | 17 | 19 | 22 | 17 |
Avg Bars in Losers | 10 | 11 | 10 | 10 | 11 | 10 |
Bars Traded | 3518 | 1882 | 1636 | 3518 | 1882 | 1636 |
Profit Streak | 35.5964 | 35.5964 | 37.0964 | 35.5964 | 35.5964 | 37.0964 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 519429 | 428906 | -463375 | -186615 | -52087 | -579471 |
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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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