Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 415418.7078 | 415245.1427 | 173.5651 | 112561.2461 | 223042.5256 | -110481.2794 |
Total P&L (%) | 415.4187 | 415.2451 | 0.1736 | 112.5612 | 223.0425 | -110.4813 |
Avg Daily Profit (%) | 0.2249 | 0.2248 | 0.0001 | 0.0408 | 0.0635 | 0 |
Buy And Hold Return (%) | 51.3772 | 51.3772 | 51.3772 | 51.3772 | 51.3772 | 51.3772 |
Max Trade Drawdown | -112058 | -94289 | -156142 | -242995 | -194026 | -306517 |
Profit Factor | 1.491 | 2.0666 | 1.0004 | 1.0729 | 1.3109 | 0.8662 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 74 | 31 | 43 | 74 | 31 | 43 |
Losing Trades | 96 | 54 | 42 | 96 | 54 | 42 |
Profitability (%) | 43.5294 | 36.4706 | 50.5882 | 43.5294 | 36.4706 | 50.5882 |
Ratio Avg Win / Avg Loss | 1.9342 | 3.5999 | 0.9771 | 1.3919 | 2.2835 | 0.8461 |
Largest Winning Trade | 160658 | 160658 | 46577 | 166028 | 166028 | 80882 |
Largest Losing Trade | -35704 | -28501 | -35704 | -100103 | -71415 | -100103 |
Avg Bars in Trades | 127 | 120 | 134 | 127 | 120 | 134 |
Avg Bars in Winners | 179 | 182 | 177 | 179 | 182 | 177 |
Avg Bars in Losers | 87 | 84 | 89 | 87 | 84 | 89 |
Bars Traded | 21664 | 10251 | 11413 | 21664 | 10251 | 11413 |
Profit Streak | 32.8771 | 0 | 42.1271 | 32.8771 | 0 | 42.1271 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327991 | 222255 | -579934 | -285359 | -114378 | -580477 |
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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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