Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 321086.1964 | 371874.8879 | -50788.6916 | -136193.3415 | 73698.5373 | -209891.8789 |
Total P&L (%) | 321.0862 | 371.8749 | -50.7887 | -136.1933 | 73.6985 | -209.8919 |
Avg Daily Profit (%) | 0.1674 | 0.1939 | -0.0265 | 0 | 0.0288 | 0 |
Buy And Hold Return (%) | 29.6997 | 29.6997 | 29.6997 | 29.6997 | 29.6997 | 29.6997 |
Max Trade Drawdown | -149298 | -146597 | -134625 | -286767 | -192070 | -209938 |
Profit Factor | 1.3284 | 1.8456 | 0.9056 | 0.8708 | 1.1645 | 0.6535 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 69 | 27 | 42 | 69 | 29 | 40 |
Losing Trades | 79 | 47 | 32 | 79 | 45 | 34 |
Profitability (%) | 46.6216 | 36.4865 | 56.7568 | 46.6216 | 39.1892 | 54.0541 |
Ratio Avg Win / Avg Loss | 1.5209 | 3.2126 | 0.69 | 0.997 | 1.807 | 0.5555 |
Largest Winning Trade | 181050 | 181050 | 50382 | 108518 | 108518 | 57465 |
Largest Losing Trade | -119790 | -38900 | -119790 | -93332 | -58343 | -93332 |
Avg Bars in Trades | 150 | 157 | 144 | 150 | 157 | 144 |
Avg Bars in Winners | 187 | 214 | 169 | 182 | 228 | 149 |
Avg Bars in Losers | 119 | 124 | 112 | 122 | 111 | 138 |
Bars Traded | 22333 | 11636 | 10696 | 22333 | 11636 | 10696 |
Profit Streak | 49.946 | 0 | 88.5293 | 0 | 71.946 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300723 | -58642 | -643122 | -581700 | -264672 | -644432 |
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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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