Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 348587.092 | 430784.5332 | -82197.4413 | -95516.1584 | 263205.8619 | -358722.0203 |
Total P&L (%) | 348.5871 | 430.7845 | -82.1974 | -95.5162 | 263.2059 | -358.722 |
Avg Daily Profit (%) | 0.2154 | 0.2662 | -0.0508 | -0.1917 | 0.0797 | 0 |
Buy And Hold Return (%) | 23.5929 | 23.5929 | 23.5929 | 23.5929 | 23.5929 | 23.5929 |
Max Trade Drawdown | -151516 | -181949 | -184556 | -338311 | -66921 | -365707 |
Profit Factor | 1.3088 | 1.85 | 0.8679 | 0.8906 | 1.97 | 0.4038 |
Total Trades | 211 | 106 | 105 | 211 | 106 | 105 |
Winning Trades | 100 | 51 | 49 | 100 | 51 | 49 |
Losing Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Profitability (%) | 47.3934 | 48.1132 | 46.6667 | 47.3934 | 48.1132 | 46.6667 |
Ratio Avg Win / Avg Loss | 1.4527 | 1.9951 | 0.9919 | 0.9886 | 2.1245 | 0.4614 |
Largest Winning Trade | 225510 | 225510 | 53063 | 124832 | 124832 | 74235 |
Largest Losing Trade | -90782 | -51161 | -90782 | -167867 | -38938 | -167867 |
Avg Bars in Trades | 90 | 88 | 92 | 90 | 88 | 92 |
Avg Bars in Winners | 112 | 111 | 113 | 112 | 111 | 113 |
Avg Bars in Losers | 69 | 65 | 73 | 69 | 65 | 73 |
Bars Traded | 19045 | 9332 | 9713 | 19045 | 9332 | 9713 |
Profit Streak | 485.9538 | 485.9538 | 494.3705 | 485.9538 | 485.9538 | 494.3705 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321901 | 405966 | -581764 | -579726 | -83155 | -581764 |
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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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