Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 423024.0232 | 401889.704 | 21134.3192 | 60934.795 | -38395.4483 | 99330.2433 |
Total P&L (%) | 423.024 | 401.8897 | 21.1343 | 60.9348 | -38.3954 | 99.3302 |
Avg Daily Profit (%) | 0.2247 | 0.2135 | 0.0112 | 0.0253 | -0.0257 | 0.0366 |
Buy And Hold Return (%) | 20.4051 | 20.4051 | 20.4051 | 20.4051 | 20.4051 | 20.4051 |
Max Trade Drawdown | -198927 | -170659 | -46082 | -1562028 | -1480397 | -253699 |
Profit Factor | 1.5553 | 1.6556 | 1.1421 | 1.0136 | 0.9896 | 1.1268 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 90 | 42 | 48 | 90 | 42 | 48 |
Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Profitability (%) | 60.4027 | 56.7568 | 64 | 60.4027 | 56.7568 | 64 |
Ratio Avg Win / Avg Loss | 1.0196 | 1.2614 | 0.6424 | 0.6645 | 0.754 | 0.6338 |
Largest Winning Trade | 175478 | 175478 | 19946 | 570510 | 570510 | 263000 |
Largest Losing Trade | -66328 | -66328 | -24438 | -1049002 | -1049002 | -253699 |
Avg Bars in Trades | 74 | 147 | 3 | 74 | 147 | 3 |
Avg Bars in Winners | 43 | 88 | 3 | 43 | 88 | 3 |
Avg Bars in Losers | 123 | 224 | 3 | 123 | 224 | 3 |
Bars Traded | 11146 | 10888 | 258 | 11146 | 10888 | 258 |
Profit Streak | 76.06 | 85.06 | 76.06 | 76.06 | 85.06 | 76.06 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 455012 | -52134 | -452045 | -366317 | -642673 | -281763 |
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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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