Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 414691.2435 | 386929.2722 | 27761.9714 | 417085.5274 | 502437.2126 | -85351.6852 |
Total P&L (%) | 414.6912 | 386.9293 | 27.762 | 417.0855 | 502.4372 | -85.3517 |
Avg Daily Profit (%) | 0.2257 | 0.2106 | 0.0151 | 0.0895 | 0.0978 | -0.1045 |
Buy And Hold Return (%) | 49.0404 | 49.0404 | 49.0404 | 49.0404 | 49.0404 | 49.0404 |
Max Trade Drawdown | -118853 | -127108 | -70832 | -675092 | -594167 | -313679 |
Profit Factor | 1.6529 | 1.8101 | 1.1762 | 1.1762 | 1.2838 | 0.8571 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 133 | 72 | 61 | 133 | 72 | 61 |
Losing Trades | 50 | 19 | 31 | 50 | 19 | 31 |
Profitability (%) | 72.6776 | 79.1209 | 66.3043 | 72.6776 | 79.1209 | 66.3043 |
Ratio Avg Win / Avg Loss | 0.6214 | 0.4777 | 0.5978 | 0.4422 | 0.3388 | 0.4356 |
Largest Winning Trade | 49398 | 49398 | 9518 | 148231 | 148231 | 43648 |
Largest Losing Trade | -62066 | -53571 | -62066 | -412476 | -412476 | -288748 |
Avg Bars in Trades | 28 | 53 | 3 | 28 | 53 | 3 |
Avg Bars in Winners | 13 | 23 | 2 | 13 | 23 | 2 |
Avg Bars in Losers | 67 | 168 | 5 | 67 | 168 | 5 |
Bars Traded | 5211 | 4879 | 332 | 5211 | 4879 | 332 |
Profit Streak | 48.9902 | 50.6569 | 48.9902 | 48.9902 | 50.6569 | 48.9902 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 480939 | 456260 | -363849 | -96754 | -59357 | -577854 |
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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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