Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 695554.3066 | 848184.2791 | -152629.9725 | -65073.1475 | 205398.9393 | -270472.0868 |
Total P&L (%) | 695.5543 | 848.1843 | -152.63 | -65.0731 | 205.3989 | -270.4721 |
Avg Daily Profit (%) | 0.3838 | 0.468 | -0.0842 | -0.058 | 0.0616 | 0 |
Buy And Hold Return (%) | 329.099 | 329.099 | 329.099 | 329.099 | 329.099 | 329.099 |
Max Trade Drawdown | -230146 | -178356 | -176955 | -344236 | -205169 | -266653 |
Profit Factor | 1.5993 | 2.4012 | 0.7252 | 0.9329 | 1.3936 | 0.3963 |
Total Trades | 177 | 89 | 88 | 177 | 89 | 88 |
Winning Trades | 81 | 42 | 39 | 81 | 42 | 39 |
Losing Trades | 96 | 47 | 49 | 96 | 47 | 49 |
Profitability (%) | 45.7627 | 47.191 | 44.3182 | 45.7627 | 47.191 | 44.3182 |
Ratio Avg Win / Avg Loss | 1.8954 | 2.687 | 0.9111 | 1.1057 | 1.5595 | 0.498 |
Largest Winning Trade | 538160 | 538160 | 70777 | 282711 | 282711 | 32769 |
Largest Losing Trade | -43110 | -43110 | -40350 | -96466 | -82143 | -96466 |
Avg Bars in Trades | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Winners | 23 | 23 | 23 | 23 | 23 | 23 |
Avg Bars in Losers | 17 | 17 | 17 | 17 | 17 | 17 |
Bars Traded | 3579 | 1808 | 1771 | 3579 | 1808 | 1771 |
Profit Streak | 27.7191 | 83.7191 | 27.7191 | 27.7191 | 83.7191 | 27.7191 |
Trades During Streak | 5 | 6 | 2 | 5 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 273437 | 424262 | -582017 | -578015 | -274293 | -582017 |
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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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