Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 361483.629 | 525196.9671 | -163713.3381 | -85784.5496 | 181613.5355 | -267398.085 |
Total P&L (%) | 361.4836 | 525.197 | -163.7133 | -85.7846 | 181.6135 | -267.3981 |
Avg Daily Profit (%) | 0.1951 | 0.2835 | -0.0884 | -0.1053 | 0.0559 | 0 |
Buy And Hold Return (%) | 135.6141 | 135.6141 | 135.6141 | 135.6141 | 135.6141 | 135.6141 |
Max Trade Drawdown | -166554 | -91904 | -234171 | -411176 | -185985 | -274781 |
Profit Factor | 1.3261 | 2.1611 | 0.7505 | 0.9028 | 1.5378 | 0.5092 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Losing Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Profitability (%) | 46.0606 | 45.7831 | 46.3415 | 46.0606 | 45.7831 | 46.3415 |
Ratio Avg Win / Avg Loss | 1.553 | 2.5592 | 0.869 | 1.0572 | 1.8211 | 0.5896 |
Largest Winning Trade | 296057 | 296057 | 78334 | 207600 | 207600 | 56722 |
Largest Losing Trade | -53420 | -32659 | -53420 | -120154 | -120154 | -95526 |
Avg Bars in Trades | 64 | 59 | 69 | 64 | 59 | 69 |
Avg Bars in Winners | 92 | 84 | 100 | 92 | 84 | 100 |
Avg Bars in Losers | 40 | 38 | 42 | 40 | 38 | 42 |
Bars Traded | 10670 | 4979 | 5691 | 10670 | 4979 | 5691 |
Profit Streak | 54.3953 | 54.562 | 54.3953 | 54.3953 | 54.562 | 54.3953 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 225479 | 343403 | -586096 | -578373 | -176856 | -586096 |
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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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