Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 297838.6991 | 351215.9052 | -53377.2061 | -63701.337 | 186856.7651 | -250558.102 |
Total P&L (%) | 297.8387 | 351.2159 | -53.3772 | -63.7013 | 186.8568 | -250.5581 |
Avg Daily Profit (%) | 0.1841 | 0.2171 | -0.033 | -0.0626 | 0.0652 | 0 |
Buy And Hold Return (%) | 24.4218 | 24.4218 | 24.4218 | 24.4218 | 24.4218 | 24.4218 |
Max Trade Drawdown | -253545 | -221447 | -88815 | -1664509 | -1443344 | -497797 |
Profit Factor | 1.3504 | 1.5367 | 0.7271 | 0.9802 | 1.0769 | 0.685 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 78 | 36 | 42 | 78 | 36 | 42 |
Losing Trades | 99 | 52 | 47 | 99 | 52 | 47 |
Profitability (%) | 44.0678 | 40.9091 | 47.191 | 44.0678 | 40.9091 | 47.191 |
Ratio Avg Win / Avg Loss | 1.714 | 2.2197 | 0.8137 | 1.2442 | 1.5555 | 0.7666 |
Largest Winning Trade | 152917 | 152917 | 11382 | 612290 | 612290 | 121619 |
Largest Losing Trade | -67696 | -67696 | -23318 | -623808 | -623808 | -170010 |
Avg Bars in Trades | 106 | 205 | 7 | 106 | 205 | 7 |
Avg Bars in Winners | 120 | 252 | 7 | 120 | 252 | 7 |
Avg Bars in Losers | 94 | 173 | 7 | 94 | 173 | 7 |
Bars Traded | 18770 | 18122 | 648 | 18770 | 18122 | 648 |
Profit Streak | 476.0553 | 476.0553 | 508.5553 | 476.0553 | 476.0553 | 508.5553 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324570 | 284075 | -580555 | -579083 | -243277 | -580555 |
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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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