Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 509644.0737 | 488785.8853 | 20858.1884 | 354056.5792 | 174097.8182 | 179958.761 |
Total P&L (%) | 509.6441 | 488.7859 | 20.8582 | 354.0566 | 174.0978 | 179.9588 |
Avg Daily Profit (%) | 0.315 | 0.3021 | 0.0129 | 0.0936 | 0.0623 | 0.0636 |
Buy And Hold Return (%) | 23.7351 | 23.7351 | 23.7351 | 23.7351 | 23.7351 | 23.7351 |
Max Trade Drawdown | -168900 | -154696 | -126084 | -1797332 | -1510320 | -444917 |
Profit Factor | 1.6633 | 2.266 | 1.0546 | 1.0835 | 1.0709 | 1.1008 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Profitability (%) | 43.4783 | 43.1034 | 43.8596 | 43.4783 | 43.1034 | 43.8596 |
Ratio Avg Win / Avg Loss | 2.1623 | 2.9912 | 1.3498 | 1.4085 | 1.4135 | 1.4091 |
Largest Winning Trade | 141955 | 141955 | 53264 | 790597 | 790597 | 717761 |
Largest Losing Trade | -57622 | -42792 | -57622 | -883781 | -883781 | -287735 |
Avg Bars in Trades | 164 | 167 | 161 | 164 | 167 | 161 |
Avg Bars in Winners | 258 | 265 | 251 | 258 | 265 | 251 |
Avg Bars in Losers | 92 | 92 | 92 | 92 | 92 | 92 |
Bars Traded | 18937 | 9710 | 9227 | 18937 | 9710 | 9227 |
Profit Streak | 498.6416 | 500.5582 | 0 | 498.6416 | 500.5582 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378881 | -169345 | -684341 | -198420 | -434420 | -400011 |
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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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