Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 480297.7135 | 434611.6899 | 45686.0236 | 314146.0447 | 531988.6796 | -217842.6349 |
Total P&L (%) | 480.2977 | 434.6117 | 45.686 | 314.146 | 531.9887 | -217.8426 |
Avg Daily Profit (%) | 0.261 | 0.2362 | 0.0248 | 0.0773 | 0.1003 | 0 |
Buy And Hold Return (%) | 176.2795 | 176.2795 | 176.2795 | 176.2795 | 176.2795 | 176.2795 |
Max Trade Drawdown | -105327 | -64674 | -98569 | -877956 | -201877 | -676078 |
Profit Factor | 1.8903 | 3.5295 | 1.1243 | 1.1889 | 2.095 | 0.8149 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Losing Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Profitability (%) | 53.8462 | 55.9322 | 51.7241 | 53.8462 | 55.9322 | 51.7241 |
Ratio Avg Win / Avg Loss | 1.6203 | 2.7808 | 1.0493 | 1.0191 | 1.6506 | 0.7606 |
Largest Winning Trade | 195969 | 195969 | 58505 | 302984 | 139904 | 302984 |
Largest Losing Trade | -87838 | -22787 | -87838 | -237150 | -132682 | -237150 |
Avg Bars in Trades | 29 | 11 | 48 | 29 | 11 | 48 |
Avg Bars in Winners | 38 | 13 | 66 | 38 | 13 | 66 |
Avg Bars in Losers | 19 | 8 | 28 | 19 | 8 | 28 |
Bars Traded | 3457 | 651 | 2806 | 3457 | 651 | 2806 |
Profit Streak | 43.7352 | 57.7352 | 0 | 43.7352 | 57.7352 | 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 | 360569 | -164211 | -589139 | -109221 | -232905 | -760609 |
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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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