Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 429153.2287 | 321501.4657 | 107651.763 | 669065.9443 | 720032.0576 | -50966.1133 |
Total P&L (%) | 429.1532 | 321.5015 | 107.6518 | 669.0659 | 720.0321 | -50.9661 |
Avg Daily Profit (%) | 0.2061 | 0.1544 | 0.0517 | 0.098 | 0.1011 | -0.0342 |
Buy And Hold Return (%) | 12.2016 | 12.2016 | 12.2016 | 12.2016 | 12.2016 | 12.2016 |
Max Trade Drawdown | -91215 | -86784 | -77287 | -430055 | -333969 | -487584 |
Profit Factor | 1.4947 | 1.6898 | 1.2682 | 1.1886 | 1.4144 | 0.9719 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Losing Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Profitability (%) | 43.5294 | 43.5294 | 43.5294 | 43.5294 | 43.5294 | 43.5294 |
Ratio Avg Win / Avg Loss | 1.9391 | 2.1922 | 1.6452 | 1.5419 | 1.8348 | 1.2608 |
Largest Winning Trade | 60249 | 60249 | 52531 | 278401 | 278401 | 189385 |
Largest Losing Trade | -30640 | -30640 | -24808 | -217280 | -151375 | -217280 |
Avg Bars in Trades | 144 | 159 | 129 | 144 | 159 | 129 |
Avg Bars in Winners | 208 | 230 | 185 | 208 | 230 | 185 |
Avg Bars in Losers | 95 | 103 | 86 | 95 | 103 | 86 |
Bars Traded | 24561 | 13518 | 11043 | 24561 | 13518 | 11043 |
Profit Streak | 20.6017 | 40.1017 | 0 | 20.6017 | 40.1017 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323472 | 308784 | -125723 | -74789 | -57561 | -581954 |
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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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