Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 502461.7263 | 559240.0776 | -56778.3513 | -11665.9944 | 20537.7829 | -32203.7774 |
Total P&L (%) | 502.4617 | 559.2401 | -56.7784 | -11.666 | 20.5378 | -32.2038 |
Avg Daily Profit (%) | 0.2009 | 0.2237 | -0.0227 | -0.005 | 0.0075 | -0.0155 |
Buy And Hold Return (%) | 198.902 | 198.902 | 198.902 | 198.902 | 198.902 | 198.902 |
Max Trade Drawdown | -274829 | -108563 | -160801 | -106667 | -70946 | -55437 |
Profit Factor | 1.6291 | 2.3203 | 0.8486 | 0.9665 | 1.1047 | 0.7881 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Losing Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Profitability (%) | 57.4803 | 58.7302 | 56.25 | 57.4803 | 58.7302 | 56.25 |
Ratio Avg Win / Avg Loss | 1.2051 | 1.6305 | 0.66 | 0.7149 | 0.7763 | 0.613 |
Largest Winning Trade | 358802 | 358802 | 28409 | 117798 | 117798 | 21726 |
Largest Losing Trade | -51294 | -49502 | -51294 | -46541 | -44807 | -46541 |
Avg Bars in Trades | 116 | 160 | 73 | 116 | 160 | 73 |
Avg Bars in Winners | 89 | 122 | 56 | 89 | 122 | 56 |
Avg Bars in Losers | 152 | 214 | 95 | 152 | 214 | 95 |
Bars Traded | 14801 | 10108 | 4693 | 14801 | 10108 | 4693 |
Profit Streak | 83.3615 | 83.6948 | 83.3615 | 83.3615 | 83.6948 | 83.3615 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315182 | -135610 | -718590 | -578509 | -600654 | -718590 |
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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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