Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 365434.4847 | 328613.9705 | 36820.5142 | 197088.8671 | 879322.2046 | -682233.3375 |
Total P&L (%) | 365.4345 | 328.614 | 36.8205 | 197.0889 | 879.3222 | -682.2333 |
Avg Daily Profit (%) | 0.1754 | 0.1577 | 0.0177 | 0.0523 | 0.1096 | 0 |
Buy And Hold Return (%) | 58.0721 | 58.0721 | 58.0721 | 58.0721 | 58.0721 | 58.0721 |
Max Trade Drawdown | -207352 | -78975 | -141276 | -2662684 | -1097945 | -1734263 |
Profit Factor | 1.3207 | 1.5818 | 1.0641 | 1.0269 | 1.2532 | 0.8233 |
Total Trades | 310 | 155 | 155 | 310 | 155 | 155 |
Winning Trades | 140 | 69 | 71 | 140 | 69 | 71 |
Losing Trades | 170 | 86 | 84 | 170 | 86 | 84 |
Profitability (%) | 45.1613 | 44.5161 | 45.8065 | 45.1613 | 44.5161 | 45.8065 |
Ratio Avg Win / Avg Loss | 1.6037 | 1.9715 | 1.2589 | 1.2469 | 1.562 | 0.9741 |
Largest Winning Trade | 119579 | 119579 | 58335 | 409969 | 409969 | 362092 |
Largest Losing Trade | -39678 | -31272 | -39678 | -564931 | -532014 | -564931 |
Avg Bars in Trades | 79 | 84 | 74 | 79 | 84 | 74 |
Avg Bars in Winners | 100 | 110 | 91 | 100 | 110 | 91 |
Avg Bars in Losers | 62 | 64 | 60 | 62 | 64 | 60 |
Bars Traded | 24700 | 13163 | 11536 | 24700 | 13163 | 11536 |
Profit Streak | 12.4401 | 0 | 14.6067 | 12.4401 | 0 | 14.6067 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310209 | 266643 | -485853 | -316475 | -47248 | -581562 |
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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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