Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 606766.1873 | 643823.1767 | -37056.9894 | 168278.7629 | 527760.1664 | -359481.4035 |
Total P&L (%) | 606.7662 | 643.8232 | -37.057 | 168.2788 | 527.7602 | -359.4814 |
Avg Daily Profit (%) | 0.2792 | 0.2962 | -0.017 | 0.0454 | 0.0846 | 0 |
Buy And Hold Return (%) | 226.9131 | 226.9131 | 226.9131 | 226.9131 | 226.9131 | 226.9131 |
Max Trade Drawdown | -173175 | -163359 | -43688 | -2774174 | -2302117 | -557122 |
Profit Factor | 1.7466 | 1.9572 | 0.7355 | 1.021 | 1.0764 | 0.6691 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Losing Trades | 78 | 38 | 40 | 78 | 38 | 40 |
Profitability (%) | 53.2934 | 54.2169 | 52.381 | 53.2934 | 54.2169 | 52.381 |
Ratio Avg Win / Avg Loss | 1.5307 | 1.6527 | 0.6686 | 0.8948 | 0.9089 | 0.6083 |
Largest Winning Trade | 234212 | 234212 | 11034 | 1012707 | 1012707 | 96065 |
Largest Losing Trade | -65477 | -65477 | -14444 | -1047797 | -1047797 | -166681 |
Avg Bars in Trades | 75 | 149 | 3 | 75 | 149 | 3 |
Avg Bars in Winners | 54 | 104 | 3 | 54 | 104 | 3 |
Avg Bars in Losers | 100 | 203 | 3 | 100 | 203 | 3 |
Bars Traded | 12681 | 12410 | 272 | 12681 | 12410 | 272 |
Profit Streak | 3.2732 | 0 | 57.7732 | 3.2732 | 0 | 57.7732 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325300 | 343319 | -579959 | -496672 | -222363 | -579959 |
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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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