Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 691979.0131 | 697832.4323 | -5853.4192 | 148607.8628 | 250403.7466 | -101795.8838 |
Total P&L (%) | 691.979 | 697.8324 | -5.8534 | 148.6079 | 250.4037 | -101.7959 |
Avg Daily Profit (%) | 0.2763 | 0.2787 | -0.0023 | 0.0364 | 0.0501 | 0 |
Buy And Hold Return (%) | 224.4505 | 224.4505 | 224.4505 | 224.4505 | 224.4505 | 224.4505 |
Max Trade Drawdown | -171119 | -96517 | -122656 | -670985 | -417148 | -535012 |
Profit Factor | 1.5412 | 2.1416 | 0.9912 | 1.0475 | 1.1587 | 0.9345 |
Total Trades | 275 | 137 | 138 | 275 | 137 | 138 |
Winning Trades | 127 | 58 | 69 | 127 | 58 | 69 |
Losing Trades | 148 | 79 | 69 | 148 | 79 | 69 |
Profitability (%) | 46.1818 | 42.3358 | 50 | 46.1818 | 42.3358 | 50 |
Ratio Avg Win / Avg Loss | 1.7961 | 2.917 | 0.9912 | 1.2207 | 1.5783 | 0.9345 |
Largest Winning Trade | 446754 | 446754 | 32431 | 654213 | 654213 | 150861 |
Largest Losing Trade | -52065 | -36077 | -52065 | -236283 | -236283 | -146547 |
Avg Bars in Trades | 54 | 50 | 57 | 54 | 50 | 57 |
Avg Bars in Winners | 66 | 62 | 69 | 66 | 62 | 69 |
Avg Bars in Losers | 44 | 42 | 46 | 44 | 42 | 46 |
Bars Traded | 14900 | 6930 | 7970 | 14900 | 6930 | 7970 |
Profit Streak | 27.7216 | 33.5549 | 27.7216 | 27.7216 | 33.5549 | 27.7216 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334332 | 257013 | -580425 | -477423 | -303250 | -580425 |
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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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