Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 162518.7224 | 173163.1269 | -10644.4045 | 36542.5048 | 45023.3387 | -8480.8339 |
Total P&L (%) | 162.5187 | 173.1631 | -10.6444 | 36.5425 | 45.0233 | -8.4808 |
Avg Daily Profit (%) | 0.156 | 0.1662 | -0.0102 | 0.0299 | 0.0357 | -0.0085 |
Buy And Hold Return (%) | 30.4281 | 30.4281 | 30.4281 | 30.4281 | 30.4281 | 30.4281 |
Max Trade Drawdown | -126521 | -111843 | -33448 | -427450 | -433115 | -80335 |
Profit Factor | 1.2473 | 1.328 | 0.9175 | 1.0206 | 1.0308 | 0.9728 |
Total Trades | 307 | 153 | 154 | 307 | 153 | 154 |
Winning Trades | 189 | 99 | 90 | 189 | 99 | 90 |
Losing Trades | 118 | 54 | 64 | 118 | 54 | 64 |
Profitability (%) | 61.5635 | 64.7059 | 58.4416 | 61.5635 | 64.7059 | 58.4416 |
Ratio Avg Win / Avg Loss | 0.7788 | 0.7243 | 0.6525 | 0.6372 | 0.5622 | 0.6917 |
Largest Winning Trade | 91006 | 91006 | 5087 | 149942 | 149942 | 18341 |
Largest Losing Trade | -41564 | -41564 | -15119 | -178164 | -178164 | -47580 |
Avg Bars in Trades | 77 | 151 | 4 | 77 | 151 | 4 |
Avg Bars in Winners | 38 | 71 | 3 | 38 | 71 | 3 |
Avg Bars in Losers | 139 | 298 | 5 | 139 | 298 | 5 |
Bars Traded | 23811 | 23166 | 645 | 23811 | 23166 | 645 |
Profit Streak | 43.3543 | 43.3543 | 52.8127 | 43.3543 | 43.3543 | 52.8127 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315385 | 279113 | -578168 | -451207 | -347400 | -578168 |
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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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