Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 469023.7206 | 529301.899 | -60278.1785 | -6763.1027 | 161845.7846 | -168608.8873 |
Total P&L (%) | 469.0237 | 529.3019 | -60.2782 | -6.7631 | 161.8458 | -168.6089 |
Avg Daily Profit (%) | 0.2077 | 0.2343 | -0.0267 | -0.0031 | 0.0426 | 0 |
Buy And Hold Return (%) | 105.1515 | 105.1515 | 105.1515 | 105.1515 | 105.1515 | 105.1515 |
Max Trade Drawdown | -190561 | -137051 | -206038 | -425122 | -298885 | -255822 |
Profit Factor | 1.2858 | 1.6319 | 0.925 | 0.9966 | 1.1609 | 0.8235 |
Total Trades | 359 | 179 | 180 | 359 | 179 | 180 |
Winning Trades | 200 | 94 | 106 | 200 | 94 | 106 |
Losing Trades | 159 | 85 | 74 | 159 | 85 | 74 |
Profitability (%) | 55.7103 | 52.514 | 58.8889 | 55.7103 | 52.514 | 58.8889 |
Ratio Avg Win / Avg Loss | 1.0222 | 1.4756 | 0.6457 | 0.7923 | 1.0498 | 0.5749 |
Largest Winning Trade | 115799 | 115799 | 39867 | 144581 | 144581 | 133718 |
Largest Losing Trade | -65932 | -59155 | -65932 | -75639 | -75639 | -69505 |
Avg Bars in Trades | 18 | 25 | 11 | 18 | 25 | 11 |
Avg Bars in Winners | 14 | 20 | 9 | 14 | 20 | 9 |
Avg Bars in Losers | 23 | 30 | 14 | 23 | 30 | 14 |
Bars Traded | 6608 | 4548 | 2060 | 6608 | 4548 | 2060 |
Profit Streak | 12.6352 | 0 | 17.6352 | 12.6352 | 0 | 17.6352 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337657 | 359448 | -578393 | -577269 | -188483 | -578393 |
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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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