Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 570112.1402 | 623467.6395 | -53355.4993 | -21491.4749 | 16610.0186 | -38101.4935 |
Total P&L (%) | 570.1121 | 623.4676 | -53.3555 | -21.4915 | 16.61 | -38.1015 |
Avg Daily Profit (%) | 0.2272 | 0.2484 | -0.0213 | -0.0096 | 0.0061 | -0.0191 |
Buy And Hold Return (%) | 207.0657 | 207.0657 | 207.0657 | 207.0657 | 207.0657 | 207.0657 |
Max Trade Drawdown | -162823 | -119509 | -166192 | -94110 | -57937 | -66343 |
Profit Factor | 1.7096 | 2.554 | 0.8674 | 0.8993 | 1.16 | 0.6525 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Profitability (%) | 48.3051 | 47.4576 | 49.1525 | 48.3051 | 47.4576 | 49.1525 |
Ratio Avg Win / Avg Loss | 1.8296 | 2.8277 | 0.8973 | 0.9624 | 1.2843 | 0.675 |
Largest Winning Trade | 435101 | 435101 | 33512 | 26602 | 26602 | 15608 |
Largest Losing Trade | -65564 | -40136 | -65564 | -31305 | -31305 | -29231 |
Avg Bars in Trades | 81 | 115 | 47 | 81 | 115 | 47 |
Avg Bars in Winners | 86 | 116 | 57 | 86 | 116 | 57 |
Avg Bars in Losers | 76 | 114 | 37 | 76 | 114 | 37 |
Bars Traded | 9587 | 6792 | 2795 | 9587 | 6792 | 2795 |
Profit Streak | 132.2488 | 176.2488 | 132.2488 | 132.2488 | 176.2488 | 132.2488 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330646 | -166479 | -757219 | -579772 | -571655 | -757219 |
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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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