Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 582395.4148 | 558608.1215 | 23787.2933 | 352129.8113 | 472351.4355 | -120221.6242 |
Total P&L (%) | 582.3954 | 558.6081 | 23.7873 | 352.1298 | 472.3514 | -120.2216 |
Avg Daily Profit (%) | 0.3165 | 0.3036 | 0.0129 | 0.082 | 0.0949 | 0 |
Buy And Hold Return (%) | 170.8288 | 170.8288 | 170.8288 | 170.8288 | 170.8288 | 170.8288 |
Max Trade Drawdown | -139368 | -78098 | -125600 | -306491 | -150805 | -260746 |
Profit Factor | 1.6819 | 2.5459 | 1.0483 | 1.2094 | 1.6611 | 0.8757 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Losing Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Profitability (%) | 44.7674 | 45.3488 | 44.186 | 44.7674 | 45.3488 | 44.186 |
Ratio Avg Win / Avg Loss | 2.075 | 3.0681 | 1.3241 | 1.4921 | 2.0019 | 1.1062 |
Largest Winning Trade | 369139 | 369139 | 50162 | 280272 | 280272 | 94130 |
Largest Losing Trade | -59926 | -26096 | -59926 | -74493 | -73085 | -74493 |
Avg Bars in Trades | 20 | 24 | 16 | 20 | 24 | 16 |
Avg Bars in Winners | 26 | 28 | 24 | 26 | 28 | 24 |
Avg Bars in Losers | 16 | 21 | 11 | 16 | 21 | 11 |
Bars Traded | 3565 | 2110 | 1455 | 3565 | 2110 | 1455 |
Profit Streak | 36.7351 | 36.7351 | 39.2351 | 36.7351 | 36.7351 | 39.2351 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361883 | 345404 | -510093 | -89798 | -67812 | -580430 |
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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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