Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 381537.6464 | 371716.9381 | 9820.7083 | 79581.2697 | 406990.2294 | -327408.9597 |
Total P&L (%) | 381.5376 | 371.7169 | 9.8207 | 79.5813 | 406.9902 | -327.409 |
Avg Daily Profit (%) | 0.1524 | 0.1485 | 0.0039 | 0.0234 | 0.0649 | 0 |
Buy And Hold Return (%) | 43.3036 | 43.3036 | 43.3036 | 43.3036 | 43.3036 | 43.3036 |
Max Trade Drawdown | -182604 | -163141 | -46015 | -1093870 | -746917 | -424796 |
Profit Factor | 1.4979 | 1.6157 | 1.0604 | 1.0301 | 1.2074 | 0.5221 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Losing Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Profitability (%) | 60.7407 | 61.194 | 60.2941 | 60.7407 | 61.194 | 60.2941 |
Ratio Avg Win / Avg Loss | 0.9681 | 1.0246 | 0.6983 | 0.6658 | 0.7656 | 0.3438 |
Largest Winning Trade | 83048 | 83048 | 16194 | 399558 | 399558 | 40906 |
Largest Losing Trade | -56966 | -56966 | -32899 | -448853 | -448853 | -386319 |
Avg Bars in Trades | 36 | 71 | 1 | 36 | 71 | 1 |
Avg Bars in Winners | 18 | 35 | 1 | 18 | 35 | 1 |
Avg Bars in Losers | 63 | 126 | 1 | 63 | 126 | 1 |
Bars Traded | 4885 | 4771 | 114 | 4885 | 4771 | 114 |
Profit Streak | 44.6638 | 45.6638 | 44.6638 | 44.6638 | 45.6638 | 44.6638 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344815 | -107559 | -616129 | -355986 | -223143 | -687791 |
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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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