Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 362639.9751 | 384260.3603 | -21620.3852 | 11486.1781 | 327022.9847 | -315536.8066 |
Total P&L (%) | 362.64 | 384.2604 | -21.6204 | 11.4862 | 327.023 | -315.5368 |
Avg Daily Profit (%) | 0.2 | 0.2119 | -0.0119 | 0.006 | 0.0801 | 0 |
Buy And Hold Return (%) | 120.8015 | 120.8015 | 120.8015 | 120.8015 | 120.8015 | 120.8015 |
Max Trade Drawdown | -256929 | -99545 | -225617 | -1387295 | -920459 | -1178173 |
Profit Factor | 1.234 | 1.5426 | 0.9743 | 1.0016 | 1.0918 | 0.9138 |
Total Trades | 322 | 161 | 161 | 322 | 161 | 161 |
Winning Trades | 167 | 81 | 86 | 167 | 81 | 86 |
Losing Trades | 155 | 80 | 75 | 155 | 80 | 75 |
Profitability (%) | 51.8634 | 50.3106 | 53.4161 | 51.8634 | 50.3106 | 53.4161 |
Ratio Avg Win / Avg Loss | 1.1453 | 1.5236 | 0.8497 | 0.9296 | 1.0783 | 0.7969 |
Largest Winning Trade | 87422 | 87422 | 40979 | 354703 | 354703 | 170863 |
Largest Losing Trade | -55367 | -35467 | -55367 | -351385 | -351385 | -322200 |
Avg Bars in Trades | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Winners | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 5191 | 2595 | 2596 | 5191 | 2595 | 2596 |
Profit Streak | 41.3752 | 41.3752 | 78.7086 | 41.3752 | 41.3752 | 78.7086 |
Trades During Streak | 7 | 3 | 7 | 7 | 3 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 287715 | 341327 | -578211 | -567231 | -206886 | -578211 |
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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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