Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 537431.1962 | 531005.4257 | 6425.7705 | -37396.9908 | 158753.6627 | -196150.6534 |
Total P&L (%) | 537.4312 | 531.0054 | 6.4258 | -37.397 | 158.7537 | -196.1507 |
Avg Daily Profit (%) | 0.2974 | 0.2939 | 0.0036 | -0.0259 | 0.0526 | 0 |
Buy And Hold Return (%) | 73.5173 | 73.5173 | 73.5173 | 73.5173 | 73.5173 | 73.5173 |
Max Trade Drawdown | -145591 | -81050 | -145526 | -136844 | -88816 | -214083 |
Profit Factor | 1.5098 | 1.9645 | 1.0128 | 0.9581 | 1.4263 | 0.6224 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 110 | 49 | 61 | 110 | 49 | 61 |
Losing Trades | 79 | 45 | 34 | 79 | 45 | 34 |
Profitability (%) | 58.2011 | 52.1277 | 64.2105 | 58.2011 | 52.1277 | 64.2105 |
Ratio Avg Win / Avg Loss | 1.0843 | 1.8041 | 0.5645 | 0.6881 | 1.3099 | 0.3469 |
Largest Winning Trade | 351641 | 351641 | 55758 | 59518 | 59518 | 31336 |
Largest Losing Trade | -73370 | -43508 | -73370 | -103880 | -28894 | -103880 |
Avg Bars in Trades | 17 | 19 | 16 | 17 | 19 | 16 |
Avg Bars in Winners | 20 | 23 | 16 | 20 | 23 | 16 |
Avg Bars in Losers | 14 | 14 | 15 | 14 | 14 | 15 |
Bars Traded | 3386 | 1837 | 1548 | 3386 | 1837 | 1548 |
Profit Streak | 11.1325 | 24.1325 | 11.1325 | 11.1325 | 24.1325 | 11.1325 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 491740 | 481197 | -559268 | -577354 | -126813 | -578042 |
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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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