Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 629766.0068 | 615178.5634 | 14587.4433 | 244851.1928 | 509599.5589 | -264748.3661 |
Total P&L (%) | 629.766 | 615.1786 | 14.5874 | 244.8512 | 509.5996 | -264.7484 |
Avg Daily Profit (%) | 0.2515 | 0.2457 | 0.0058 | 0.0495 | 0.0722 | 0 |
Buy And Hold Return (%) | 222.9108 | 222.9108 | 222.9108 | 222.9108 | 222.9108 | 222.9108 |
Max Trade Drawdown | -121247 | -65096 | -130740 | -347786 | -128910 | -365067 |
Profit Factor | 1.7593 | 2.4846 | 1.0352 | 1.1984 | 1.9845 | 0.6304 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 86 | 41 | 45 | 86 | 41 | 45 |
Losing Trades | 96 | 50 | 46 | 96 | 50 | 46 |
Profitability (%) | 47.2527 | 45.0549 | 49.4505 | 47.2527 | 45.0549 | 49.4505 |
Ratio Avg Win / Avg Loss | 1.9639 | 3.03 | 1.0582 | 1.3378 | 2.4202 | 0.6444 |
Largest Winning Trade | 374596 | 374596 | 45182 | 225626 | 225626 | 53576 |
Largest Losing Trade | -80734 | -32616 | -80734 | -317008 | -55749 | -317008 |
Avg Bars in Trades | 80 | 84 | 75 | 80 | 84 | 75 |
Avg Bars in Winners | 99 | 106 | 93 | 99 | 106 | 93 |
Avg Bars in Losers | 62 | 66 | 58 | 62 | 66 | 58 |
Bars Traded | 14569 | 7679 | 6889 | 14569 | 7679 | 6889 |
Profit Streak | 45.6121 | 45.6121 | 51.7788 | 45.6121 | 45.6121 | 51.7788 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339120 | 293811 | -532637 | -263412 | -98983 | -580739 |
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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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