Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 413848.24 | 388661.6959 | 25186.5441 | 189710.1955 | 156258.31 | 33451.8855 |
Total P&L (%) | 413.8482 | 388.6617 | 25.1865 | 189.7102 | 156.2583 | 33.4519 |
Avg Daily Profit (%) | 0.3973 | 0.3731 | 0.0242 | 0.1022 | 0.0904 | 0.0277 |
Buy And Hold Return (%) | 53.4063 | 53.4063 | 53.4063 | 53.4063 | 53.4063 | 53.4063 |
Max Trade Drawdown | -108468 | -99011 | -36679 | -494063 | -440795 | -111134 |
Profit Factor | 1.6819 | 1.88 | 1.1525 | 1.1328 | 1.1478 | 1.0901 |
Total Trades | 257 | 128 | 129 | 257 | 128 | 129 |
Winning Trades | 97 | 41 | 56 | 97 | 41 | 56 |
Losing Trades | 160 | 87 | 73 | 160 | 87 | 73 |
Profitability (%) | 37.7432 | 32.0313 | 43.4109 | 37.7432 | 32.0313 | 43.4109 |
Ratio Avg Win / Avg Loss | 2.7743 | 3.9892 | 1.5023 | 1.8686 | 2.4356 | 1.421 |
Largest Winning Trade | 348036 | 348036 | 20455 | 322204 | 322204 | 41888 |
Largest Losing Trade | -26792 | -26792 | -19259 | -125350 | -125350 | -35997 |
Avg Bars in Trades | 94 | 163 | 26 | 94 | 163 | 26 |
Avg Bars in Winners | 149 | 307 | 33 | 149 | 307 | 33 |
Avg Bars in Losers | 61 | 95 | 20 | 61 | 95 | 20 |
Bars Traded | 24352 | 20947 | 3405 | 24352 | 20947 | 3405 |
Profit Streak | 78.0372 | 78.4538 | 78.0372 | 78.0372 | 78.4538 | 78.0372 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377606 | 246106 | -379589 | -134507 | -138111 | -444571 |
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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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