Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 202938.6693 | 181939.1235 | 20999.5457 | 113163.8938 | 286796.7498 | -173632.856 |
Total P&L (%) | 202.9387 | 181.9391 | 20.9995 | 113.1639 | 286.7968 | -173.6329 |
Avg Daily Profit (%) | 0.1948 | 0.1747 | 0.0202 | 0.0727 | 0.1299 | 0 |
Buy And Hold Return (%) | 32.0349 | 32.0349 | 32.0349 | 32.0349 | 32.0349 | 32.0349 |
Max Trade Drawdown | -98710 | -71320 | -75487 | -375581 | -288599 | -276956 |
Profit Factor | 1.2642 | 1.5042 | 1.0515 | 1.0476 | 1.2571 | 0.8627 |
Total Trades | 323 | 161 | 162 | 323 | 161 | 162 |
Winning Trades | 139 | 64 | 75 | 139 | 64 | 75 |
Losing Trades | 184 | 97 | 87 | 184 | 97 | 87 |
Profitability (%) | 43.0341 | 39.7516 | 46.2963 | 43.0341 | 39.7516 | 46.2963 |
Ratio Avg Win / Avg Loss | 1.6734 | 2.2799 | 1.2198 | 1.3867 | 1.9053 | 1.0007 |
Largest Winning Trade | 83647 | 83647 | 28046 | 230265 | 230265 | 74941 |
Largest Losing Trade | -20241 | -20241 | -18798 | -98741 | -67983 | -98741 |
Avg Bars in Trades | 76 | 72 | 81 | 76 | 72 | 81 |
Avg Bars in Winners | 118 | 115 | 121 | 118 | 115 | 121 |
Avg Bars in Losers | 45 | 43 | 47 | 45 | 43 | 47 |
Bars Traded | 24847 | 11596 | 13252 | 24847 | 11596 | 13252 |
Profit Streak | 6.4834 | 8.4834 | 6.4834 | 6.4834 | 8.4834 | 6.4834 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313983 | 230155 | -495517 | -266131 | -21186 | -579094 |
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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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