Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 303580.9082 | 280934.683 | 22646.2252 | 99716.8451 | 191216.7486 | -91499.9034 |
Total P&L (%) | 303.5809 | 280.9347 | 22.6462 | 99.7168 | 191.2167 | -91.4999 |
Avg Daily Profit (%) | 0.2494 | 0.2308 | 0.0186 | 0.0568 | 0.0878 | -0.2023 |
Buy And Hold Return (%) | 44.7357 | 44.7357 | 44.7357 | 44.7357 | 44.7357 | 44.7357 |
Max Trade Drawdown | -97343 | -117473 | -37135 | -532908 | -559792 | -226251 |
Profit Factor | 1.5196 | 1.8511 | 1.0891 | 1.0425 | 1.1443 | 0.9102 |
Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Winning Trades | 65 | 30 | 35 | 65 | 30 | 35 |
Losing Trades | 86 | 46 | 40 | 86 | 46 | 40 |
Profitability (%) | 43.0464 | 39.4737 | 46.6667 | 43.0464 | 39.4737 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.0105 | 2.8384 | 1.2447 | 1.3794 | 1.7547 | 1.0402 |
Largest Winning Trade | 165629 | 165629 | 32297 | 448401 | 448401 | 106881 |
Largest Losing Trade | -29955 | -27326 | -29955 | -178714 | -133357 | -178714 |
Avg Bars in Trades | 94 | 133 | 55 | 94 | 133 | 55 |
Avg Bars in Winners | 140 | 218 | 73 | 140 | 218 | 73 |
Avg Bars in Losers | 60 | 78 | 39 | 60 | 78 | 39 |
Bars Traded | 14293 | 10156 | 4137 | 14293 | 10156 | 4137 |
Profit Streak | 7.3327 | 7.3327 | 7.666 | 7.3327 | 7.3327 | 7.666 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348124 | -41954 | -513883 | -296877 | -191175 | -636688 |
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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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