Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 375843.6218 | 334252.4078 | 41591.214 | 256836.6724 | 415302.0768 | -158465.4044 |
Total P&L (%) | 375.8436 | 334.2524 | 41.5912 | 256.8367 | 415.3021 | -158.4654 |
Avg Daily Profit (%) | 0.1759 | 0.1564 | 0.0195 | 0.0595 | 0.0767 | 0 |
Buy And Hold Return (%) | 59.8344 | 59.8344 | 59.8344 | 59.8344 | 59.8344 | 59.8344 |
Max Trade Drawdown | -122774 | -65478 | -141166 | -185497 | -68501 | -246496 |
Profit Factor | 1.5861 | 2.1559 | 1.1181 | 1.3069 | 2.3964 | 0.7063 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 72 | 37 | 35 | 72 | 37 | 35 |
Losing Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Profitability (%) | 59.5041 | 61.6667 | 57.377 | 59.5041 | 61.6667 | 57.377 |
Ratio Avg Win / Avg Loss | 1.0794 | 1.3402 | 0.8306 | 0.8894 | 1.4897 | 0.5247 |
Largest Winning Trade | 50029 | 50029 | 44341 | 68135 | 68135 | 64247 |
Largest Losing Trade | -72285 | -51988 | -72285 | -123158 | -59030 | -123158 |
Avg Bars in Trades | 65 | 54 | 75 | 65 | 54 | 75 |
Avg Bars in Winners | 62 | 49 | 75 | 62 | 49 | 75 |
Avg Bars in Losers | 69 | 63 | 74 | 69 | 63 | 74 |
Bars Traded | 7868 | 3276 | 4592 | 7868 | 3276 | 4592 |
Profit Streak | 70.6203 | 126.8703 | 70.6203 | 70.6203 | 126.8703 | 70.6203 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 406389 | -157020 | -585077 | -114403 | -253382 | -740943 |
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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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