Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 352965.6343 | 331866.988 | 21098.6463 | 370608.3621 | 235919.3782 | 134688.984 |
Total P&L (%) | 352.9656 | 331.867 | 21.0986 | 370.6084 | 235.9194 | 134.689 |
Avg Daily Profit (%) | 0.1909 | 0.1795 | 0.0114 | 0.0838 | 0.0656 | 0.0462 |
Buy And Hold Return (%) | 140.6507 | 140.6507 | 140.6507 | 140.6507 | 140.6507 | 140.6507 |
Max Trade Drawdown | -123958 | -138533 | -39138 | -647787 | -661823 | -86494 |
Profit Factor | 1.7451 | 1.9039 | 1.198 | 1.2024 | 1.1502 | 1.5169 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 88 | 49 | 39 | 88 | 49 | 39 |
Losing Trades | 37 | 13 | 24 | 37 | 13 | 24 |
Profitability (%) | 70.4 | 79.0323 | 61.9048 | 70.4 | 79.0323 | 61.9048 |
Ratio Avg Win / Avg Loss | 0.7337 | 0.5051 | 0.7372 | 0.5056 | 0.3052 | 0.9335 |
Largest Winning Trade | 51958 | 51958 | 7221 | 128670 | 128670 | 36209 |
Largest Losing Trade | -65856 | -65856 | -32644 | -493202 | -493202 | -81100 |
Avg Bars in Trades | 83 | 158 | 8 | 83 | 158 | 8 |
Avg Bars in Winners | 31 | 51 | 6 | 31 | 51 | 6 |
Avg Bars in Losers | 206 | 563 | 12 | 206 | 563 | 12 |
Bars Traded | 10405 | 9850 | 555 | 10405 | 9850 | 555 |
Profit Streak | 81.2185 | 153.7185 | 81.2185 | 81.2185 | 153.7185 | 81.2185 |
Trades During Streak | 2 | 7 | 1 | 2 | 7 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304749 | -145154 | -492097 | -82735 | -320300 | -441605 |
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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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