Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 461253.1482 | 311469.1949 | 149783.9534 | 1499026.4788 | 1528647.3082 | -29620.8293 |
Total P&L (%) | 461.2531 | 311.4692 | 149.784 | 1499.0265 | 1528.6473 | -29.6208 |
Avg Daily Profit (%) | 0.1928 | 0.1302 | 0.0626 | 0.1159 | 0.1167 | -0.0147 |
Buy And Hold Return (%) | 87.9352 | 87.9352 | 87.9352 | 87.9352 | 87.9352 | 87.9352 |
Max Trade Drawdown | -87784 | -98019 | -97821 | -1327144 | -427470 | -1021736 |
Profit Factor | 1.8227 | 2.2589 | 1.4782 | 1.5178 | 2.3908 | 0.9835 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 95 | 51 | 44 | 95 | 51 | 44 |
Losing Trades | 73 | 33 | 40 | 73 | 33 | 40 |
Profitability (%) | 56.5476 | 60.7143 | 52.381 | 56.5476 | 60.7143 | 52.381 |
Ratio Avg Win / Avg Loss | 1.4006 | 1.4616 | 1.3438 | 1.1663 | 1.547 | 0.8941 |
Largest Winning Trade | 55578 | 55578 | 42047 | 315595 | 315595 | 239099 |
Largest Losing Trade | -52407 | -37277 | -52407 | -992164 | -339967 | -992164 |
Avg Bars in Trades | 55 | 80 | 29 | 55 | 80 | 29 |
Avg Bars in Winners | 53 | 64 | 41 | 53 | 64 | 41 |
Avg Bars in Losers | 57 | 106 | 16 | 57 | 106 | 16 |
Bars Traded | 9272 | 6800 | 2472 | 9272 | 6800 | 2472 |
Profit Streak | 17.9503 | 140.7003 | 0 | 17.9503 | 140.7003 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 397103 | -15945 | -116768 | -34110 | -29520 | -580520 |
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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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