Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 357213.9342 | 334222.0578 | 22991.8764 | 66258.5213 | 372060.3933 | -305801.8721 |
Total P&L (%) | 357.2139 | 334.2221 | 22.9919 | 66.2585 | 372.0604 | -305.8019 |
Avg Daily Profit (%) | 0.1715 | 0.1604 | 0.011 | 0.0244 | 0.0745 | 0 |
Buy And Hold Return (%) | 103.8781 | 103.8781 | 103.8781 | 103.8781 | 103.8781 | 103.8781 |
Max Trade Drawdown | -155817 | -139562 | -140983 | -526366 | -169509 | -471125 |
Profit Factor | 1.3417 | 1.6812 | 1.0414 | 1.0376 | 1.4457 | 0.6697 |
Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
Winning Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Losing Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Profitability (%) | 55.9322 | 55.9322 | 55.9322 | 55.9322 | 55.9322 | 55.9322 |
Ratio Avg Win / Avg Loss | 1.0571 | 1.3246 | 0.8205 | 0.8175 | 1.139 | 0.5276 |
Largest Winning Trade | 89682 | 89682 | 46139 | 116274 | 116274 | 100503 |
Largest Losing Trade | -70988 | -36532 | -70988 | -187921 | -119237 | -187921 |
Avg Bars in Trades | 104 | 104 | 103 | 104 | 104 | 103 |
Avg Bars in Winners | 111 | 110 | 111 | 111 | 110 | 111 |
Avg Bars in Losers | 95 | 96 | 94 | 95 | 96 | 94 |
Bars Traded | 24566 | 12301 | 12265 | 24566 | 12301 | 12265 |
Profit Streak | 2.6517 | 46.6517 | 0 | 2.6517 | 46.6517 | 0 |
Trades During Streak | 1 | 6 | 0 | 1 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 198862 | 307452 | -519952 | -506313 | -92963 | -580249 |
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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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