Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 559573.3952 | 609034.0908 | -49460.6956 | 7912.4804 | 274653.2971 | -266740.8167 |
Total P&L (%) | 559.5734 | 609.0341 | -49.4607 | 7.9125 | 274.6533 | -266.7408 |
Avg Daily Profit (%) | 0.303 | 0.3297 | -0.0268 | 0.0041 | 0.0715 | 0 |
Buy And Hold Return (%) | 191.5147 | 191.5147 | 191.5147 | 191.5147 | 191.5147 | 191.5147 |
Max Trade Drawdown | -131109 | -84560 | -194267 | -241354 | -117214 | -297758 |
Profit Factor | 1.5708 | 2.4262 | 0.9106 | 1.0079 | 1.762 | 0.5812 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Losing Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Profitability (%) | 49.6124 | 48.4375 | 50.7692 | 49.6124 | 48.4375 | 50.7692 |
Ratio Avg Win / Avg Loss | 1.5954 | 2.5827 | 0.883 | 1.0237 | 1.8756 | 0.5636 |
Largest Winning Trade | 233493 | 233493 | 75939 | 181236 | 181236 | 75426 |
Largest Losing Trade | -63108 | -46281 | -63108 | -150303 | -52706 | -150303 |
Avg Bars in Trades | 27 | 25 | 30 | 27 | 25 | 30 |
Avg Bars in Winners | 36 | 34 | 39 | 36 | 34 | 39 |
Avg Bars in Losers | 19 | 17 | 21 | 19 | 17 | 21 |
Bars Traded | 3599 | 1639 | 1960 | 3599 | 1639 | 1960 |
Profit Streak | 59.47 | 59.47 | 76.97 | 59.47 | 59.47 | 76.97 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376229 | -128131 | -711394 | -563024 | -263752 | -711394 |
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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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