Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 274183.463 | 237319.5026 | 36863.9604 | 114197.5455 | -27745.9123 | 141943.4578 |
Total P&L (%) | 274.1835 | 237.3195 | 36.864 | 114.1975 | -27.7459 | 141.9435 |
Avg Daily Profit (%) | 0.2632 | 0.2278 | 0.0354 | 0.0732 | -0.0312 | 0.0849 |
Buy And Hold Return (%) | 12.6855 | 12.6855 | 12.6855 | 12.6855 | 12.6855 | 12.6855 |
Max Trade Drawdown | -105985 | -105649 | -25626 | -472814 | -545046 | -104520 |
Profit Factor | 1.6984 | 1.781 | 1.4156 | 1.0825 | 0.9746 | 1.486 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 66 | 27 | 39 | 66 | 27 | 39 |
Losing Trades | 81 | 46 | 35 | 81 | 46 | 35 |
Profitability (%) | 44.898 | 36.9863 | 52.7027 | 44.898 | 36.9863 | 52.7027 |
Ratio Avg Win / Avg Loss | 2.0845 | 3.0344 | 1.2704 | 1.3286 | 1.6604 | 1.3336 |
Largest Winning Trade | 280596 | 280596 | 15478 | 274430 | 274430 | 50557 |
Largest Losing Trade | -22143 | -22143 | -9071 | -123214 | -123214 | -45670 |
Avg Bars in Trades | 166 | 314 | 20 | 166 | 314 | 20 |
Avg Bars in Winners | 194 | 447 | 18 | 194 | 447 | 18 |
Avg Bars in Losers | 143 | 236 | 21 | 143 | 236 | 21 |
Bars Traded | 24463 | 22970 | 1493 | 24463 | 22970 | 1493 |
Profit Streak | 0 | 8.87 | 0 | 0 | 8.87 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352240 | -65113 | -211855 | -226617 | -654350 | -142275 |
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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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