Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 871270.6129 | 921032.1794 | -49761.5665 | 251722.2496 | 825940.278 | -574218.0284 |
Total P&L (%) | 871.2706 | 921.0322 | -49.7616 | 251.7223 | 825.9403 | -574.218 |
Avg Daily Profit (%) | 0.4806 | 0.5081 | -0.0275 | 0.0694 | 0.1229 | 0 |
Buy And Hold Return (%) | 503.1564 | 503.1564 | 503.1564 | 503.1564 | 503.1564 | 503.1564 |
Max Trade Drawdown | -136398 | -77424 | -156703 | -1238480 | -816653 | -629555 |
Profit Factor | 1.9828 | 3.3425 | 0.8991 | 1.062 | 1.4536 | 0.7435 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 86 | 48 | 38 | 86 | 48 | 38 |
Losing Trades | 104 | 47 | 57 | 104 | 47 | 57 |
Profitability (%) | 45.2632 | 50.5263 | 40 | 45.2632 | 50.5263 | 40 |
Ratio Avg Win / Avg Loss | 2.3978 | 3.2729 | 1.3487 | 1.2843 | 1.4233 | 1.1152 |
Largest Winning Trade | 528852 | 528852 | 75616 | 927726 | 927726 | 270395 |
Largest Losing Trade | -44612 | -44612 | -39314 | -188236 | -155622 | -188236 |
Avg Bars in Trades | 37 | 35 | 40 | 37 | 35 | 40 |
Avg Bars in Winners | 53 | 40 | 69 | 53 | 40 | 69 |
Avg Bars in Losers | 24 | 29 | 20 | 24 | 29 | 20 |
Bars Traded | 7144 | 3328 | 3816 | 7144 | 3328 | 3816 |
Profit Streak | 3.8597 | 11.3597 | 0 | 3.8597 | 11.3597 | 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 | 155807 | 356461 | -583300 | -419556 | -35984 | -583300 |
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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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