Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 384977.0295 | 349790.0125 | 35187.0171 | 124648.2188 | 754451.5122 | -629803.2934 |
Total P&L (%) | 384.977 | 349.79 | 35.187 | 124.6482 | 754.4515 | -629.8033 |
Avg Daily Profit (%) | 0.1539 | 0.1398 | 0.0141 | 0.0324 | 0.0858 | 0 |
Buy And Hold Return (%) | 15.0993 | 15.0993 | 15.0993 | 15.0993 | 15.0993 | 15.0993 |
Max Trade Drawdown | -124265 | -63321 | -157909 | -615584 | -160882 | -900114 |
Profit Factor | 1.4595 | 2.4475 | 1.059 | 1.0512 | 2.1516 | 0.6457 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 78 | 44 | 34 | 78 | 44 | 34 |
Losing Trades | 52 | 21 | 31 | 52 | 21 | 31 |
Profitability (%) | 60 | 67.6923 | 52.3077 | 60 | 67.6923 | 52.3077 |
Ratio Avg Win / Avg Loss | 0.973 | 1.1681 | 0.9656 | 0.7008 | 1.0269 | 0.5887 |
Largest Winning Trade | 69866 | 69866 | 58548 | 204585 | 204585 | 133805 |
Largest Losing Trade | -55712 | -33821 | -55712 | -368970 | -120204 | -368970 |
Avg Bars in Trades | 36 | 21 | 51 | 36 | 21 | 51 |
Avg Bars in Winners | 29 | 16 | 46 | 29 | 16 | 46 |
Avg Bars in Losers | 46 | 30 | 57 | 46 | 30 | 57 |
Bars Traded | 4744 | 1392 | 3352 | 4744 | 1392 | 3352 |
Profit Streak | 87.5585 | 129.5585 | 87.5585 | 87.5585 | 129.5585 | 87.5585 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346387 | -130997 | -466842 | -312498 | -203184 | -711600 |
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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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