Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 349211.077 | 298780.6672 | 50430.4098 | 141937.0602 | 144540.4685 | -2603.4083 |
Total P&L (%) | 349.2111 | 298.7807 | 50.4304 | 141.9371 | 144.5405 | -2.6034 |
Avg Daily Profit (%) | 0.2464 | 0.2109 | 0.0356 | 0.0624 | 0.0631 | -0.0019 |
Buy And Hold Return (%) | 28.8071 | 28.8071 | 28.8071 | 28.8071 | 28.8071 | 28.8071 |
Max Trade Drawdown | -184627 | -70924 | -151015 | -313753 | -124604 | -250825 |
Profit Factor | 1.2998 | 1.5584 | 1.0801 | 1.0834 | 1.1819 | 0.9971 |
Total Trades | 298 | 149 | 149 | 298 | 149 | 149 |
Winning Trades | 161 | 78 | 83 | 161 | 78 | 83 |
Losing Trades | 137 | 71 | 66 | 137 | 71 | 66 |
Profitability (%) | 54.0268 | 52.349 | 55.7047 | 54.0268 | 52.349 | 55.7047 |
Ratio Avg Win / Avg Loss | 1.1061 | 1.4186 | 0.8589 | 0.9219 | 1.0758 | 0.7929 |
Largest Winning Trade | 64914 | 64914 | 43743 | 51467 | 51467 | 46154 |
Largest Losing Trade | -70700 | -30985 | -70700 | -80653 | -36872 | -80653 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 4019 | 2009 | 2010 | 4019 | 2009 | 2010 |
Profit Streak | 5.509 | 0 | 46.1757 | 5.509 | 0 | 46.1757 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401958 | 352785 | -285595 | -238455 | -130021 | -578374 |
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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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