Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296886.1985 | 377526.9238 | -80640.7253 | -97696.7075 | 251125.0637 | -348821.7712 |
Total P&L (%) | 296.8862 | 377.5269 | -80.6407 | -97.6967 | 251.1251 | -348.8218 |
Avg Daily Profit (%) | 0.1547 | 0.1967 | -0.042 | -0.1963 | 0.0655 | 0 |
Buy And Hold Return (%) | 50.2326 | 50.2326 | 50.2326 | 50.2326 | 50.2326 | 50.2326 |
Max Trade Drawdown | -220288 | -119399 | -202403 | -405847 | -46826 | -368226 |
Profit Factor | 1.2716 | 1.7415 | 0.8619 | 0.8023 | 3.9149 | 0.1452 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 83 | 44 | 39 | 83 | 44 | 39 |
Losing Trades | 76 | 36 | 40 | 76 | 36 | 40 |
Profitability (%) | 52.2013 | 55 | 49.3671 | 52.2013 | 55 | 49.3671 |
Ratio Avg Win / Avg Loss | 1.1643 | 1.4248 | 0.884 | 0.7347 | 3.2031 | 0.1489 |
Largest Winning Trade | 129430 | 129430 | 41258 | 229468 | 229468 | 34545 |
Largest Losing Trade | -96394 | -40624 | -96394 | -218706 | -42111 | -218706 |
Avg Bars in Trades | 34 | 35 | 34 | 34 | 35 | 34 |
Avg Bars in Winners | 35 | 33 | 37 | 35 | 33 | 37 |
Avg Bars in Losers | 34 | 37 | 31 | 34 | 37 | 31 |
Bars Traded | 5546 | 2834 | 2712 | 5546 | 2834 | 2712 |
Profit Streak | 25.8154 | 33.1487 | 25.8154 | 25.8154 | 33.1487 | 25.8154 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324008 | -8031 | -607440 | -578195 | -117677 | -607440 |
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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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