Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 94497.024 | 74897.1458 | 19599.8782 | 60829.4813 | 81628.2375 | -20798.7561 |
Total P&L (%) | 94.497 | 74.8971 | 19.5999 | 60.8295 | 81.6282 | -20.7988 |
Avg Daily Profit (%) | 0.3629 | 0.2876 | 0.0753 | 0.1826 | 0.2294 | -0.0895 |
Buy And Hold Return (%) | 13.4997 | 13.4997 | 13.4997 | 13.4997 | 13.4997 | 13.4997 |
Max Trade Drawdown | -90512 | -38447 | -86971 | -249061 | -114970 | -213285 |
Profit Factor | 1.2054 | 1.3481 | 1.08 | 1.0549 | 1.152 | 0.9635 |
Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Winning Trades | 185 | 94 | 91 | 185 | 94 | 91 |
Losing Trades | 77 | 37 | 40 | 77 | 37 | 40 |
Profitability (%) | 70.6107 | 71.7557 | 69.4656 | 70.6107 | 71.7557 | 69.4656 |
Ratio Avg Win / Avg Loss | 0.5017 | 0.5306 | 0.4747 | 0.4391 | 0.4534 | 0.4235 |
Largest Winning Trade | 12197 | 12197 | 11417 | 23528 | 23528 | 22968 |
Largest Losing Trade | -41691 | -18769 | -41691 | -91561 | -52020 | -91561 |
Avg Bars in Trades | 94 | 89 | 99 | 94 | 89 | 99 |
Avg Bars in Winners | 56 | 54 | 58 | 56 | 54 | 58 |
Avg Bars in Losers | 185 | 176 | 193 | 185 | 176 | 193 |
Bars Traded | 24690 | 11671 | 13018 | 24690 | 11671 | 13018 |
Profit Streak | 3.1346 | 3.1346 | 6.8325 | 3.1346 | 3.1346 | 6.8325 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337097 | 243676 | -249341 | -153569 | -47117 | -578284 |
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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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