Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 524554.9047 | 553013.1139 | -28458.2092 | 65922.1185 | 225490.963 | -159568.8445 |
Total P&L (%) | 524.5549 | 553.0131 | -28.4582 | 65.9221 | 225.491 | -159.5688 |
Avg Daily Profit (%) | 0.2518 | 0.2654 | -0.0137 | 0.0243 | 0.0567 | 0 |
Buy And Hold Return (%) | 118.5294 | 118.5294 | 118.5294 | 118.5294 | 118.5294 | 118.5294 |
Max Trade Drawdown | -151252 | -66243 | -259250 | -258871 | -158986 | -296359 |
Profit Factor | 1.3916 | 1.9991 | 0.9638 | 1.0366 | 1.3035 | 0.8491 |
Total Trades | 231 | 116 | 115 | 231 | 116 | 115 |
Winning Trades | 102 | 49 | 53 | 102 | 49 | 53 |
Losing Trades | 129 | 67 | 62 | 129 | 67 | 62 |
Profitability (%) | 44.1558 | 42.2414 | 46.087 | 44.1558 | 42.2414 | 46.087 |
Ratio Avg Win / Avg Loss | 1.76 | 2.7335 | 1.1274 | 1.311 | 1.7823 | 0.9933 |
Largest Winning Trade | 133458 | 133458 | 71407 | 153508 | 153508 | 84142 |
Largest Losing Trade | -49189 | -24992 | -49189 | -122400 | -49212 | -122400 |
Avg Bars in Trades | 106 | 68 | 145 | 106 | 68 | 145 |
Avg Bars in Winners | 161 | 89 | 229 | 161 | 89 | 229 |
Avg Bars in Losers | 63 | 52 | 74 | 63 | 52 | 74 |
Bars Traded | 24653 | 7912 | 16741 | 24653 | 7912 | 16741 |
Profit Streak | 15.2529 | 15.2529 | 45.0862 | 15.2529 | 15.2529 | 45.0862 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302376 | 291100 | -579893 | -506422 | -126256 | -581560 |
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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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