Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 176653.8841 | 181357.7133 | -4703.8292 | 32653.1067 | 170926.7374 | -138273.6307 |
Total P&L (%) | 176.6539 | 181.3577 | -4.7038 | 32.6531 | 170.9267 | -138.2736 |
Avg Daily Profit (%) | 0.1696 | 0.1741 | -0.0045 | 0.0271 | 0.0957 | 0 |
Buy And Hold Return (%) | 11.9677 | 11.9677 | 11.9677 | 11.9677 | 11.9677 | 11.9677 |
Max Trade Drawdown | -153824 | -77780 | -92835 | -450544 | -226576 | -304805 |
Profit Factor | 1.2275 | 1.431 | 0.9868 | 1.0201 | 1.2023 | 0.8233 |
Total Trades | 268 | 134 | 134 | 268 | 134 | 134 |
Winning Trades | 151 | 71 | 80 | 151 | 71 | 80 |
Losing Trades | 117 | 63 | 54 | 117 | 63 | 54 |
Profitability (%) | 56.3433 | 52.9851 | 59.7015 | 56.3433 | 52.9851 | 59.7015 |
Ratio Avg Win / Avg Loss | 0.9511 | 1.2698 | 0.6661 | 0.7904 | 1.0668 | 0.5557 |
Largest Winning Trade | 100631 | 100631 | 16110 | 128804 | 128804 | 44371 |
Largest Losing Trade | -37008 | -36151 | -37008 | -142915 | -142915 | -128830 |
Avg Bars in Trades | 92 | 132 | 51 | 92 | 132 | 51 |
Avg Bars in Winners | 62 | 83 | 43 | 62 | 83 | 43 |
Avg Bars in Losers | 130 | 187 | 64 | 130 | 187 | 64 |
Bars Traded | 24708 | 17769 | 6938 | 24708 | 17769 | 6938 |
Profit Streak | 10.0352 | 0 | 27.6186 | 10.0352 | 0 | 27.6186 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 296009 | 305007 | -579178 | -357224 | -65495 | -579178 |
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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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