Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 509091.2709 | 500136.199 | 8955.0718 | 325301.3907 | 431751.8902 | -106450.4995 |
Total P&L (%) | 509.0913 | 500.1362 | 8.9551 | 325.3014 | 431.7519 | -106.4505 |
Avg Daily Profit (%) | 0.3146 | 0.3091 | 0.0055 | 0.0895 | 0.1033 | 0 |
Buy And Hold Return (%) | 26.5882 | 26.5882 | 26.5882 | 26.5882 | 26.5882 | 26.5882 |
Max Trade Drawdown | -98320 | -137810 | -162324 | -398855 | -367196 | -375845 |
Profit Factor | 1.5673 | 2.1549 | 1.0193 | 1.1257 | 1.3368 | 0.9185 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Losing Trades | 104 | 51 | 53 | 104 | 51 | 53 |
Profitability (%) | 36.9697 | 38.5542 | 35.3659 | 36.9697 | 38.5542 | 35.3659 |
Ratio Avg Win / Avg Loss | 2.6721 | 3.4344 | 1.8628 | 1.9192 | 2.1305 | 1.6787 |
Largest Winning Trade | 171313 | 171313 | 60686 | 259133 | 259133 | 130727 |
Largest Losing Trade | -49853 | -34011 | -49853 | -174049 | -120670 | -174049 |
Avg Bars in Trades | 114 | 114 | 114 | 114 | 114 | 114 |
Avg Bars in Winners | 200 | 208 | 192 | 200 | 208 | 192 |
Avg Bars in Losers | 64 | 56 | 71 | 64 | 56 | 71 |
Bars Traded | 18932 | 9540 | 9392 | 18932 | 9540 | 9392 |
Profit Streak | 497.8469 | 503.7636 | 0 | 497.8469 | 503.7636 | 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 | 296182 | 319343 | -559557 | -158243 | -57813 | -588149 |
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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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