Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 244263.2487 | 272554.0705 | -28290.8219 | 38596.1917 | 140824.7169 | -102228.5252 |
Total P&L (%) | 244.2632 | 272.5541 | -28.2908 | 38.5962 | 140.8247 | -102.2285 |
Avg Daily Profit (%) | 0.1979 | 0.2208 | -0.0229 | 0.0264 | 0.0712 | 0 |
Buy And Hold Return (%) | 11.4089 | 11.4089 | 11.4089 | 11.4089 | 11.4089 | 11.4089 |
Max Trade Drawdown | -133951 | -81540 | -106811 | -248061 | -140997 | -158355 |
Profit Factor | 1.3094 | 1.6393 | 0.9221 | 1.0306 | 1.21 | 0.8264 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 71 | 39 | 32 | 71 | 39 | 32 |
Losing Trades | 87 | 40 | 47 | 87 | 40 | 47 |
Profitability (%) | 44.9367 | 49.3671 | 40.5063 | 44.9367 | 49.3671 | 40.5063 |
Ratio Avg Win / Avg Loss | 1.6045 | 1.6814 | 1.3543 | 1.2629 | 1.241 | 1.2138 |
Largest Winning Trade | 91599 | 91599 | 38795 | 108573 | 108573 | 62851 |
Largest Losing Trade | -28816 | -28143 | -28816 | -63026 | -47542 | -63026 |
Avg Bars in Trades | 90 | 106 | 74 | 90 | 106 | 74 |
Avg Bars in Winners | 97 | 106 | 86 | 97 | 106 | 86 |
Avg Bars in Losers | 84 | 106 | 66 | 84 | 106 | 66 |
Bars Traded | 14292 | 8399 | 5893 | 14292 | 8399 | 5893 |
Profit Streak | 24.4968 | 62.8301 | 24.4968 | 24.4968 | 62.8301 | 24.4968 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330451 | -14856 | -609217 | -346808 | -124052 | -609217 |
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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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