Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 291447.1519 | 272659.0206 | 18788.1313 | 260939.5169 | 839586.3442 | -578646.8273 |
Total P&L (%) | 291.4472 | 272.659 | 18.7881 | 260.9395 | 839.5863 | -578.6468 |
Avg Daily Profit (%) | 0.3313 | 0.3099 | 0.0214 | 0.146 | 0.255 | 0 |
Buy And Hold Return (%) | 190.5784 | 190.5784 | 190.5784 | 190.5784 | 190.5784 | 190.5784 |
Max Trade Drawdown | -152431 | -71150 | -122888 | -1438238 | -528427 | -961615 |
Profit Factor | 1.296 | 1.5856 | 1.0362 | 1.0625 | 1.4782 | 0.7611 |
Total Trades | 302 | 151 | 151 | 302 | 151 | 151 |
Winning Trades | 164 | 79 | 85 | 164 | 79 | 85 |
Losing Trades | 138 | 72 | 66 | 138 | 72 | 66 |
Profitability (%) | 54.3046 | 52.3179 | 56.2914 | 54.3046 | 52.3179 | 56.2914 |
Ratio Avg Win / Avg Loss | 1.0906 | 1.4451 | 0.8046 | 0.894 | 1.3472 | 0.591 |
Largest Winning Trade | 43882 | 43882 | 23510 | 285338 | 285338 | 132347 |
Largest Losing Trade | -48558 | -19580 | -48558 | -357924 | -185587 | -357924 |
Avg Bars in Trades | 11 | 11 | 11 | 11 | 11 | 11 |
Avg Bars in Winners | 11 | 11 | 11 | 11 | 11 | 11 |
Avg Bars in Losers | 11 | 11 | 11 | 11 | 11 | 11 |
Bars Traded | 3468 | 1791 | 1677 | 3468 | 1791 | 1677 |
Profit Streak | 5.2051 | 0 | 19.4551 | 5.2051 | 0 | 19.4551 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 68534 | -20580 | -509674 | -199413 | 310782 | -577977 |
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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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