Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 315036.9709 | 267976.6708 | 47060.3001 | 501808.8761 | 371433.9555 | 130374.9206 |
Total P&L (%) | 315.037 | 267.9767 | 47.0603 | 501.8089 | 371.434 | 130.3749 |
Avg Daily Profit (%) | 0.3024 | 0.2573 | 0.0452 | 0.1724 | 0.149 | 0.0801 |
Buy And Hold Return (%) | 134.9727 | 134.9727 | 134.9727 | 134.9727 | 134.9727 | 134.9727 |
Max Trade Drawdown | -81085 | -80204 | -18176 | -278239 | -274421 | -80266 |
Profit Factor | 1.746 | 1.8376 | 1.4597 | 1.3916 | 1.3811 | 1.4251 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 73 | 39 | 34 | 73 | 39 | 34 |
Losing Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Profitability (%) | 57.4803 | 61.9048 | 53.125 | 57.4803 | 61.9048 | 53.125 |
Ratio Avg Win / Avg Loss | 1.2916 | 1.1308 | 1.288 | 1.0294 | 0.8499 | 1.2574 |
Largest Winning Trade | 68377 | 68377 | 11814 | 131792 | 131792 | 43009 |
Largest Losing Trade | -44757 | -44757 | -9141 | -183555 | -183555 | -34193 |
Avg Bars in Trades | 193 | 363 | 26 | 193 | 363 | 26 |
Avg Bars in Winners | 149 | 253 | 30 | 149 | 253 | 30 |
Avg Bars in Losers | 253 | 543 | 21 | 253 | 543 | 21 |
Bars Traded | 24597 | 22912 | 1685 | 24597 | 22912 | 1685 |
Profit Streak | 9.4773 | 37.1023 | 9.4773 | 9.4773 | 37.1023 | 9.4773 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321396 | -140202 | -434674 | 319205 | -142302 | -388261 |
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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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