Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 332838.3896 | 304965.1192 | 27873.2704 | 150119.0804 | 276832.3426 | -126713.2622 |
Total P&L (%) | 332.8384 | 304.9651 | 27.8733 | 150.1191 | 276.8323 | -126.7133 |
Avg Daily Profit (%) | 0.1598 | 0.1464 | 0.0134 | 0.044 | 0.0637 | 0 |
Buy And Hold Return (%) | 54.4669 | 54.4669 | 54.4669 | 54.4669 | 54.4669 | 54.4669 |
Max Trade Drawdown | -189491 | -156921 | -54142 | -565972 | -427998 | -253481 |
Profit Factor | 1.3876 | 1.512 | 1.1059 | 1.0868 | 1.2508 | 0.7978 |
Total Trades | 319 | 159 | 160 | 319 | 159 | 160 |
Winning Trades | 198 | 108 | 90 | 198 | 108 | 90 |
Losing Trades | 121 | 51 | 70 | 121 | 51 | 70 |
Profitability (%) | 62.069 | 67.9245 | 56.25 | 62.069 | 67.9245 | 56.25 |
Ratio Avg Win / Avg Loss | 0.848 | 0.714 | 0.8602 | 0.6641 | 0.5907 | 0.6205 |
Largest Winning Trade | 60510 | 60510 | 17426 | 145460 | 145460 | 65631 |
Largest Losing Trade | -68933 | -68933 | -18342 | -289126 | -289126 | -100888 |
Avg Bars in Trades | 77 | 145 | 9 | 77 | 145 | 9 |
Avg Bars in Winners | 44 | 73 | 8 | 44 | 73 | 8 |
Avg Bars in Losers | 131 | 297 | 10 | 131 | 297 | 10 |
Bars Traded | 24614 | 23114 | 1499 | 24614 | 23114 | 1499 |
Profit Streak | 29.7626 | 29.7626 | 51.5126 | 29.7626 | 29.7626 | 51.5126 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374610 | 171170 | -443618 | -259446 | -107431 | -577994 |
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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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