Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 755280.9781 | 693415.8751 | 61865.103 | 290178.7473 | 500154.8616 | -209976.1142 |
Total P&L (%) | 755.281 | 693.4159 | 61.8651 | 290.1787 | 500.1549 | -209.9761 |
Avg Daily Profit (%) | 0.3019 | 0.2772 | 0.0247 | 0.0544 | 0.0717 | 0 |
Buy And Hold Return (%) | 210.9606 | 210.9606 | 210.9606 | 210.9606 | 210.9606 | 210.9606 |
Max Trade Drawdown | -128108 | -89664 | -100200 | -408204 | -93083 | -433593 |
Profit Factor | 1.8695 | 3.2182 | 1.1113 | 1.2188 | 2.4378 | 0.7854 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 93 | 43 | 50 | 93 | 43 | 50 |
Losing Trades | 91 | 49 | 42 | 91 | 49 | 42 |
Profitability (%) | 50.5435 | 46.7391 | 54.3478 | 50.5435 | 46.7391 | 54.3478 |
Ratio Avg Win / Avg Loss | 1.8292 | 3.6672 | 0.9335 | 1.1926 | 2.778 | 0.6597 |
Largest Winning Trade | 422832 | 422832 | 39630 | 159120 | 159120 | 94137 |
Largest Losing Trade | -88904 | -23059 | -88904 | -390631 | -28350 | -390631 |
Avg Bars in Trades | 39 | 23 | 55 | 39 | 23 | 55 |
Avg Bars in Winners | 50 | 27 | 70 | 50 | 27 | 70 |
Avg Bars in Losers | 28 | 20 | 39 | 28 | 20 | 39 |
Bars Traded | 7333 | 2186 | 5147 | 7333 | 2186 | 5147 |
Profit Streak | 10.4575 | 0 | 138.7909 | 10.4575 | 0 | 138.7909 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 415746 | 384971 | -423725 | -167902 | -97914 | -579075 |
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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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