Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 363017.7046 | 352877.6817 | 10140.0229 | -39183.8958 | 78693.2135 | -117877.1092 |
Total P&L (%) | 363.0177 | 352.8777 | 10.14 | -39.1839 | 78.6932 | -117.8771 |
Avg Daily Profit (%) | 0.1913 | 0.186 | 0.0053 | -0.0262 | 0.0306 | 0 |
Buy And Hold Return (%) | 12.8281 | 12.8281 | 12.8281 | 12.8281 | 12.8281 | 12.8281 |
Max Trade Drawdown | -214962 | -146846 | -97202 | -637697 | -285812 | -412447 |
Profit Factor | 1.3632 | 1.6972 | 1.0206 | 0.9775 | 1.1021 | 0.8787 |
Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
Winning Trades | 86 | 37 | 49 | 86 | 37 | 49 |
Losing Trades | 95 | 53 | 42 | 95 | 53 | 42 |
Profitability (%) | 47.5138 | 41.1111 | 53.8462 | 47.5138 | 41.1111 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.5058 | 2.4311 | 0.8748 | 1.0798 | 1.5787 | 0.7531 |
Largest Winning Trade | 287619 | 287619 | 39552 | 174995 | 174995 | 157827 |
Largest Losing Trade | -61715 | -28376 | -61715 | -353162 | -90588 | -353162 |
Avg Bars in Trades | 123 | 119 | 128 | 123 | 119 | 128 |
Avg Bars in Winners | 166 | 174 | 160 | 166 | 174 | 160 |
Avg Bars in Losers | 85 | 80 | 90 | 85 | 80 | 90 |
Bars Traded | 22396 | 10733 | 11662 | 22396 | 10733 | 11662 |
Profit Streak | 20.7266 | 0 | 28.2266 | 20.7266 | 0 | 28.2266 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347823 | 250072 | -550319 | -578577 | -263456 | -580050 |
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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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