Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 298017.1513 | 253846.6254 | 44170.5258 | 527966.8141 | 330375.7253 | 197591.0888 |
Total P&L (%) | 298.0172 | 253.8466 | 44.1705 | 527.9668 | 330.3757 | 197.5911 |
Avg Daily Profit (%) | 0.1987 | 0.1692 | 0.0294 | 0.1226 | 0.0973 | 0.0727 |
Buy And Hold Return (%) | 101.9051 | 101.9051 | 101.9051 | 101.9051 | 101.9051 | 101.9051 |
Max Trade Drawdown | -95743 | -88129 | -20678 | -1390593 | -1349623 | -154339 |
Profit Factor | 1.539 | 1.5432 | 1.5157 | 1.1281 | 1.0908 | 1.4101 |
Total Trades | 329 | 164 | 165 | 329 | 164 | 165 |
Winning Trades | 219 | 120 | 99 | 219 | 120 | 99 |
Losing Trades | 110 | 44 | 66 | 110 | 44 | 66 |
Profitability (%) | 66.5654 | 73.1707 | 60 | 66.5654 | 73.1707 | 60 |
Ratio Avg Win / Avg Loss | 0.773 | 0.5658 | 1.0105 | 0.5667 | 0.4 | 0.9401 |
Largest Winning Trade | 45009 | 45009 | 6032 | 560063 | 560063 | 57484 |
Largest Losing Trade | -54931 | -54931 | -7670 | -722020 | -722020 | -57590 |
Avg Bars in Trades | 53 | 105 | 2 | 53 | 105 | 2 |
Avg Bars in Winners | 35 | 63 | 2 | 35 | 63 | 2 |
Avg Bars in Losers | 89 | 219 | 3 | 89 | 219 | 3 |
Bars Traded | 17666 | 17220 | 446 | 17666 | 17220 | 446 |
Profit Streak | 625.868 | 625.868 | 700.0347 | 625.868 | 625.868 | 700.0347 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343517 | 284806 | -314689 | -106181 | -183946 | -100808 |
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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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