Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 320857.7005 | 303573.6794 | 17284.0211 | -9563.5851 | 76082.2825 | -85645.8675 |
Total P&L (%) | 320.8577 | 303.5737 | 17.284 | -9.5636 | 76.0823 | -85.6459 |
Avg Daily Profit (%) | 0.1501 | 0.142 | 0.0081 | -0.0047 | 0.0265 | -0.0908 |
Buy And Hold Return (%) | 54.6405 | 54.6405 | 54.6405 | 54.6405 | 54.6405 | 54.6405 |
Max Trade Drawdown | -182560 | -73000 | -185358 | -113983 | -58943 | -110889 |
Profit Factor | 1.2637 | 1.5426 | 1.0263 | 0.9845 | 1.2699 | 0.7457 |
Total Trades | 316 | 158 | 158 | 316 | 158 | 158 |
Winning Trades | 161 | 77 | 84 | 161 | 77 | 84 |
Losing Trades | 155 | 81 | 74 | 155 | 81 | 74 |
Profitability (%) | 50.9494 | 48.7342 | 53.1646 | 50.9494 | 48.7342 | 53.1646 |
Ratio Avg Win / Avg Loss | 1.2166 | 1.6227 | 0.9041 | 0.9479 | 1.3359 | 0.657 |
Largest Winning Trade | 88900 | 88900 | 38832 | 40290 | 40290 | 22199 |
Largest Losing Trade | -78908 | -34233 | -78908 | -66665 | -30904 | -66665 |
Avg Bars in Trades | 13 | 13 | 12 | 13 | 13 | 12 |
Avg Bars in Winners | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 4119 | 2111 | 2008 | 4119 | 2111 | 2008 |
Profit Streak | 15.4733 | 0 | 16.9733 | 15.4733 | 0 | 16.9733 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321849 | -1669 | -539540 | -578142 | -201244 | -579246 |
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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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