Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 482431.8823 | 386954.5378 | 95477.3445 | 306306.3026 | 473721.3576 | -167415.055 |
Total P&L (%) | 482.4319 | 386.9545 | 95.4773 | 306.3063 | 473.7214 | -167.4151 |
Avg Daily Profit (%) | 0.1929 | 0.1547 | 0.0382 | 0.0561 | 0.0699 | 0 |
Buy And Hold Return (%) | 17.7031 | 17.7031 | 17.7031 | 17.7031 | 17.7031 | 17.7031 |
Max Trade Drawdown | -153664 | -56161 | -197573 | -959390 | -407474 | -715086 |
Profit Factor | 1.557 | 2.3746 | 1.1633 | 1.0989 | 1.4639 | 0.9193 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 95 | 53 | 42 | 95 | 53 | 42 |
Losing Trades | 60 | 24 | 36 | 60 | 24 | 36 |
Profitability (%) | 61.2903 | 68.8312 | 53.8462 | 61.2903 | 68.8312 | 53.8462 |
Ratio Avg Win / Avg Loss | 0.9834 | 1.0753 | 0.9971 | 0.6941 | 0.6629 | 0.788 |
Largest Winning Trade | 77721 | 77721 | 43889 | 219514 | 164871 | 219514 |
Largest Losing Trade | -83306 | -34397 | -83306 | -214546 | -165911 | -214546 |
Avg Bars in Trades | 30 | 22 | 39 | 30 | 22 | 39 |
Avg Bars in Winners | 28 | 19 | 40 | 28 | 19 | 40 |
Avg Bars in Losers | 35 | 29 | 38 | 35 | 29 | 38 |
Bars Traded | 4803 | 1719 | 3084 | 4803 | 1719 | 3084 |
Profit Streak | 36.552 | 60.552 | 36.552 | 36.552 | 60.552 | 36.552 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 389299 | -27755 | -218953 | -228160 | -138622 | -614193 |
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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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