Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 328880.3979 | 278298.3814 | 50582.0165 | 599229.7659 | 613659.7457 | -14429.9797 |
Total P&L (%) | 328.8804 | 278.2984 | 50.582 | 599.2298 | 613.6597 | -14.43 |
Avg Daily Profit (%) | 0.3157 | 0.2672 | 0.0486 | 0.1869 | 0.1888 | -0.015 |
Buy And Hold Return (%) | 161.146 | 161.146 | 161.146 | 161.146 | 161.146 | 161.146 |
Max Trade Drawdown | -139992 | -100507 | -42904 | -948310 | -688881 | -259428 |
Profit Factor | 1.5591 | 1.6628 | 1.3005 | 1.2496 | 1.362 | 0.9796 |
Total Trades | 217 | 108 | 109 | 217 | 108 | 109 |
Winning Trades | 118 | 54 | 64 | 118 | 54 | 64 |
Losing Trades | 99 | 54 | 45 | 99 | 54 | 45 |
Profitability (%) | 54.3779 | 50 | 58.7156 | 54.3779 | 50 | 58.7156 |
Ratio Avg Win / Avg Loss | 1.3081 | 1.6628 | 0.9144 | 1.0484 | 1.362 | 0.6888 |
Largest Winning Trade | 72722 | 72722 | 18343 | 366260 | 366260 | 57766 |
Largest Losing Trade | -31487 | -31487 | -13543 | -308406 | -308406 | -116583 |
Avg Bars in Trades | 112 | 189 | 35 | 112 | 189 | 35 |
Avg Bars in Winners | 105 | 186 | 36 | 105 | 186 | 36 |
Avg Bars in Losers | 120 | 192 | 34 | 120 | 192 | 34 |
Bars Traded | 24353 | 20453 | 3900 | 24353 | 20453 | 3900 |
Profit Streak | 9.6246 | 9.6246 | 9.6662 | 9.6246 | 9.6246 | 9.6662 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 248755 | 109229 | -293445 | 305185 | 230793 | -578805 |
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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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