Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 627825.7649 | 579140.624 | 48685.1409 | 655406.0802 | -317043.3993 | 972449.4795 |
Total P&L (%) | 627.8258 | 579.1406 | 48.6851 | 655.4061 | -317.0434 | 972.4495 |
Avg Daily Profit (%) | 0.3014 | 0.278 | 0.0234 | 0.0971 | 0 | 0.1139 |
Buy And Hold Return (%) | 103.1008 | 103.1008 | 103.1008 | 103.1008 | 103.1008 | 103.1008 |
Max Trade Drawdown | -127576 | -86216 | -99544 | -3442674 | -2727520 | -1491269 |
Profit Factor | 1.6338 | 2.1243 | 1.1024 | 1.0391 | 0.9664 | 1.1323 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 77 | 34 | 43 | 77 | 34 | 43 |
Losing Trades | 105 | 57 | 48 | 105 | 57 | 48 |
Profitability (%) | 42.3077 | 37.3626 | 47.2527 | 42.3077 | 37.3626 | 47.2527 |
Ratio Avg Win / Avg Loss | 2.2279 | 3.5613 | 1.2306 | 1.4169 | 1.6201 | 1.2639 |
Largest Winning Trade | 193474 | 193474 | 52700 | 1582928 | 1582928 | 1049158 |
Largest Losing Trade | -45270 | -45270 | -31816 | -629828 | -561330 | -629828 |
Avg Bars in Trades | 135 | 133 | 138 | 135 | 133 | 138 |
Avg Bars in Winners | 190 | 204 | 179 | 190 | 204 | 179 |
Avg Bars in Losers | 95 | 90 | 102 | 95 | 90 | 102 |
Bars Traded | 24747 | 12133 | 12614 | 24747 | 12133 | 12614 |
Profit Streak | 18.5496 | 27.4662 | 0 | 18.5496 | 27.4662 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356907 | 256961 | -436709 | -242365 | -582684 | -116851 |
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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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