Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 265748.2265 | 252346.9478 | 13401.2787 | 49109.6066 | 60632.774 | -11523.1674 |
Total P&L (%) | 265.7482 | 252.3469 | 13.4013 | 49.1096 | 60.6328 | -11.5232 |
Avg Daily Profit (%) | 0.2185 | 0.2074 | 0.011 | 0.0328 | 0.039 | -0.0101 |
Buy And Hold Return (%) | 34.0918 | 34.0918 | 34.0918 | 34.0918 | 34.0918 | 34.0918 |
Max Trade Drawdown | -115463 | -80403 | -121359 | -289059 | -241855 | -131294 |
Profit Factor | 1.3177 | 1.6398 | 1.0303 | 1.0425 | 1.1042 | 0.9799 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 77 | 37 | 40 | 77 | 37 | 40 |
Losing Trades | 78 | 40 | 38 | 78 | 40 | 38 |
Profitability (%) | 49.6774 | 48.0519 | 51.2821 | 49.6774 | 48.0519 | 51.2821 |
Ratio Avg Win / Avg Loss | 1.3348 | 1.7727 | 0.9788 | 1.056 | 1.1937 | 0.9309 |
Largest Winning Trade | 97145 | 97145 | 27438 | 100762 | 100762 | 86474 |
Largest Losing Trade | -57280 | -28447 | -57280 | -83338 | -83338 | -69509 |
Avg Bars in Trades | 30 | 30 | 30 | 30 | 30 | 30 |
Avg Bars in Winners | 30 | 30 | 30 | 30 | 30 | 30 |
Avg Bars in Losers | 30 | 30 | 30 | 30 | 30 | 30 |
Bars Traded | 4766 | 2366 | 2400 | 4766 | 2366 | 2400 |
Profit Streak | 12.7527 | 0 | 20.5027 | 12.7527 | 0 | 20.5027 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333713 | -31926 | -566474 | -350224 | -297867 | -614516 |
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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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