Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 378739.8737 | 322781.2306 | 55958.6431 | 277521.5583 | 827099.9709 | -549578.4126 |
Total P&L (%) | 378.7399 | 322.7812 | 55.9586 | 277.5216 | 827.1 | -549.5784 |
Avg Daily Profit (%) | 0.2225 | 0.1896 | 0.0329 | 0.0781 | 0.1309 | 0 |
Buy And Hold Return (%) | 95.5226 | 95.5226 | 95.5226 | 95.5226 | 95.5226 | 95.5226 |
Max Trade Drawdown | -127528 | -65197 | -128444 | -907648 | -310969 | -867476 |
Profit Factor | 1.4516 | 1.9504 | 1.1121 | 1.0763 | 1.5824 | 0.7521 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 90 | 49 | 41 | 90 | 49 | 41 |
Losing Trades | 69 | 31 | 38 | 69 | 31 | 38 |
Profitability (%) | 56.6038 | 61.25 | 51.8987 | 56.6038 | 61.25 | 51.8987 |
Ratio Avg Win / Avg Loss | 1.1129 | 1.2339 | 1.0307 | 0.8252 | 1.0011 | 0.6971 |
Largest Winning Trade | 71077 | 71077 | 45163 | 434230 | 434230 | 291246 |
Largest Losing Trade | -55997 | -19191 | -55997 | -298234 | -160094 | -298234 |
Avg Bars in Trades | 20 | 15 | 25 | 20 | 15 | 25 |
Avg Bars in Winners | 16 | 10 | 22 | 16 | 10 | 22 |
Avg Bars in Losers | 26 | 24 | 27 | 26 | 24 | 27 |
Bars Traded | 3256 | 1266 | 1990 | 3256 | 1266 | 1990 |
Profit Streak | 9.9146 | 28.4146 | 0 | 9.9146 | 28.4146 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331243 | -9552 | -438371 | -227518 | -32917 | -607212 |
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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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