Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 533456.6604 | 461164.7935 | 72291.867 | 600778.006 | 750253.1422 | -149475.1361 |
Total P&L (%) | 533.4567 | 461.1648 | 72.2919 | 600.778 | 750.2531 | -149.4751 |
Avg Daily Profit (%) | 0.2561 | 0.2214 | 0.0347 | 0.0935 | 0.1028 | 0 |
Buy And Hold Return (%) | 65.9465 | 65.9465 | 65.9465 | 65.9465 | 65.9465 | 65.9465 |
Max Trade Drawdown | -97196 | -68442 | -75978 | -1428602 | -823419 | -998258 |
Profit Factor | 1.5986 | 1.9308 | 1.1827 | 1.0774 | 1.1789 | 0.9581 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 75 | 33 | 42 | 75 | 33 | 42 |
Losing Trades | 118 | 63 | 55 | 118 | 63 | 55 |
Profitability (%) | 38.8601 | 34.375 | 43.299 | 38.8601 | 34.375 | 43.299 |
Ratio Avg Win / Avg Loss | 2.5151 | 3.6862 | 1.5487 | 1.6951 | 2.2506 | 1.2547 |
Largest Winning Trade | 140421 | 140421 | 28651 | 1141003 | 1141003 | 310359 |
Largest Losing Trade | -57120 | -27680 | -57120 | -500369 | -295761 | -500369 |
Avg Bars in Trades | 127 | 131 | 123 | 127 | 131 | 123 |
Avg Bars in Winners | 191 | 201 | 183 | 191 | 201 | 183 |
Avg Bars in Losers | 87 | 94 | 78 | 87 | 94 | 78 |
Bars Traded | 24645 | 12629 | 12016 | 24645 | 12629 | 12016 |
Profit Streak | 20.9227 | 0 | 21.5893 | 20.9227 | 0 | 21.5893 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315617 | 183288 | -303222 | -204804 | -84378 | -581462 |
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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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