Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 300842.1495 | 244447.7961 | 56394.3534 | -458270.2965 | -448646.5292 | -9623.7673 |
Total P&L (%) | 300.8421 | 244.4478 | 56.3944 | -458.2703 | -448.6465 | -9.6238 |
Avg Daily Profit (%) | 0.2888 | 0.2347 | 0.0541 | 0 | 0 | -0.0097 |
Buy And Hold Return (%) | 10.6458 | 10.6458 | 10.6458 | 10.6458 | 10.6458 | 10.6458 |
Max Trade Drawdown | -147029 | -61043 | -141804 | -1104944 | -539351 | -742708 |
Profit Factor | 1.5177 | 2.1481 | 1.1531 | 0.8386 | 0.6842 | 0.9932 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 89 | 43 | 46 | 42 | 22 | 20 |
Losing Trades | 41 | 22 | 19 | 88 | 43 | 45 |
Profitability (%) | 68.4615 | 66.1538 | 70.7692 | 32.3077 | 33.8462 | 30.7692 |
Ratio Avg Win / Avg Loss | 0.6991 | 1.099 | 0.4763 | 1.757 | 1.3374 | 2.2347 |
Largest Winning Trade | 44803 | 44803 | 24139 | 845207 | 192105 | 845207 |
Largest Losing Trade | -141804 | -39597 | -141804 | -196752 | -196752 | -187580 |
Avg Bars in Trades | 188 | 196 | 181 | 188 | 196 | 181 |
Avg Bars in Winners | 159 | 152 | 166 | 235 | 280 | 186 |
Avg Bars in Losers | 251 | 281 | 217 | 166 | 153 | 179 |
Bars Traded | 24544 | 12761 | 11783 | 24544 | 12761 | 11783 |
Profit Streak | 0 | 0 | 0 | 15.5139 | 15.5139 | 27.5555 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 391149 | -118693 | -304482 | -583464 | -716769 | -716896 |
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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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