Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 475572.8917 | 538445.6803 | -62872.7886 | -27369.6425 | 352576.9507 | -379946.5932 |
Total P&L (%) | 475.5729 | 538.4457 | -62.8728 | -27.3696 | 352.577 | -379.9466 |
Avg Daily Profit (%) | 0.2584 | 0.2925 | -0.0342 | -0.0174 | 0.0821 | 0 |
Buy And Hold Return (%) | 58.7335 | 58.7335 | 58.7335 | 58.7335 | 58.7335 | 58.7335 |
Max Trade Drawdown | -131585 | -126425 | -100792 | -643545 | -469762 | -410895 |
Profit Factor | 1.5213 | 2.2225 | 0.8668 | 0.989 | 1.2982 | 0.7079 |
Total Trades | 211 | 106 | 105 | 211 | 106 | 105 |
Winning Trades | 64 | 38 | 26 | 64 | 38 | 26 |
Losing Trades | 147 | 68 | 79 | 147 | 68 | 79 |
Profitability (%) | 30.3318 | 35.8491 | 24.7619 | 30.3318 | 35.8491 | 24.7619 |
Ratio Avg Win / Avg Loss | 3.4942 | 3.9771 | 2.6336 | 2.2716 | 2.323 | 2.151 |
Largest Winning Trade | 519294 | 519294 | 49994 | 515184 | 515184 | 96410 |
Largest Losing Trade | -27781 | -18375 | -27781 | -87955 | -87955 | -80838 |
Avg Bars in Trades | 103 | 101 | 105 | 103 | 101 | 105 |
Avg Bars in Winners | 219 | 176 | 281 | 219 | 176 | 281 |
Avg Bars in Losers | 52 | 59 | 47 | 52 | 59 | 47 |
Bars Traded | 21786 | 10735 | 11051 | 21786 | 10735 | 11051 |
Profit Streak | 14.5589 | 16.9755 | 0 | 14.5589 | 16.9755 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 169685 | 300630 | -609138 | -583953 | -87589 | -609138 |
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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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