Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 447318.4965 | 434309.3898 | 13009.1067 | 102671.3884 | 261135.1317 | -158463.7432 |
Total P&L (%) | 447.3185 | 434.3094 | 13.0091 | 102.6714 | 261.1351 | -158.4637 |
Avg Daily Profit (%) | 0.1788 | 0.1736 | 0.0052 | 0.0282 | 0.0513 | 0 |
Buy And Hold Return (%) | 38.9364 | 38.9364 | 38.9364 | 38.9364 | 38.9364 | 38.9364 |
Max Trade Drawdown | -158938 | -135638 | -100470 | -1148693 | -762163 | -440318 |
Profit Factor | 1.3402 | 1.6417 | 1.0204 | 1.0265 | 1.1235 | 0.91 |
Total Trades | 294 | 147 | 147 | 294 | 147 | 147 |
Winning Trades | 131 | 64 | 67 | 131 | 64 | 67 |
Losing Trades | 163 | 83 | 80 | 163 | 83 | 80 |
Profitability (%) | 44.5578 | 43.5374 | 45.5782 | 44.5578 | 43.5374 | 45.5782 |
Ratio Avg Win / Avg Loss | 1.6676 | 2.1291 | 1.2184 | 1.2772 | 1.457 | 1.0866 |
Largest Winning Trade | 149337 | 149337 | 47311 | 608146 | 608146 | 163014 |
Largest Losing Trade | -39754 | -35129 | -39754 | -316380 | -315997 | -316380 |
Avg Bars in Trades | 25 | 25 | 25 | 25 | 25 | 25 |
Avg Bars in Winners | 34 | 35 | 33 | 34 | 35 | 33 |
Avg Bars in Losers | 18 | 17 | 18 | 18 | 17 | 18 |
Bars Traded | 7450 | 3727 | 3723 | 7450 | 3727 | 3723 |
Profit Streak | 23.4555 | 0 | 26.1221 | 23.4555 | 0 | 26.1221 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328496 | 291729 | -550820 | -349741 | -211669 | -580176 |
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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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