Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 331645.8359 | 297227.6162 | 34418.2197 | 947969.375 | 1049705.3225 | -101735.9475 |
Total P&L (%) | 331.6458 | 297.2276 | 34.4182 | 947.9694 | 1049.7053 | -101.7359 |
Avg Daily Profit (%) | 0.3789 | 0.3396 | 0.0393 | 0.2688 | 0.2794 | 0 |
Buy And Hold Return (%) | 395.5172 | 395.5172 | 395.5172 | 395.5172 | 395.5172 | 395.5172 |
Max Trade Drawdown | -67544 | -71940 | -58960 | -786067 | -664198 | -809918 |
Profit Factor | 1.6584 | 2.3738 | 1.1198 | 1.2317 | 1.5176 | 0.9507 |
Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
Winning Trades | 153 | 79 | 74 | 153 | 79 | 74 |
Losing Trades | 83 | 39 | 44 | 83 | 39 | 44 |
Profitability (%) | 64.8305 | 66.9492 | 62.7119 | 64.8305 | 66.9492 | 62.7119 |
Ratio Avg Win / Avg Loss | 0.8997 | 1.1719 | 0.6658 | 0.6682 | 0.7492 | 0.5653 |
Largest Winning Trade | 43818 | 43818 | 17563 | 297172 | 297172 | 124872 |
Largest Losing Trade | -41343 | -41343 | -27036 | -449413 | -449413 | -318963 |
Avg Bars in Trades | 13 | 17 | 8 | 13 | 17 | 8 |
Avg Bars in Winners | 9 | 12 | 7 | 9 | 12 | 7 |
Avg Bars in Losers | 19 | 29 | 11 | 19 | 29 | 11 |
Bars Traded | 3163 | 2117 | 1046 | 3163 | 2117 | 1046 |
Profit Streak | 9.5228 | 10.5228 | 9.5228 | 9.5228 | 10.5228 | 9.5228 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151241 | -150220 | -393780 | 266537 | 301575 | -577984 |
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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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