Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 275649.7976 | 273487.5794 | 2162.2181 | -30150.1473 | 259712.3476 | -289862.4948 |
Total P&L (%) | 275.6498 | 273.4876 | 2.1622 | -30.1501 | 259.7123 | -289.8625 |
Avg Daily Profit (%) | 0.2273 | 0.2255 | 0.0018 | -0.0296 | 0.1056 | 0 |
Buy And Hold Return (%) | 22.7063 | 22.7063 | 22.7063 | 22.7063 | 22.7063 | 22.7063 |
Max Trade Drawdown | -82296 | -78038 | -116258 | -445305 | -243488 | -379467 |
Profit Factor | 1.3197 | 1.6614 | 1.0048 | 0.9797 | 1.3973 | 0.65 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 92 | 44 | 48 | 92 | 44 | 48 |
Losing Trades | 76 | 40 | 36 | 76 | 40 | 36 |
Profitability (%) | 54.7619 | 52.381 | 57.1429 | 54.7619 | 52.381 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.0902 | 1.5104 | 0.7536 | 0.8093 | 1.2703 | 0.4875 |
Largest Winning Trade | 112355 | 112355 | 30516 | 262250 | 262250 | 68861 |
Largest Losing Trade | -82296 | -39505 | -82296 | -324308 | -182449 | -324308 |
Avg Bars in Trades | 21 | 20 | 21 | 21 | 20 | 21 |
Avg Bars in Winners | 17 | 17 | 16 | 17 | 17 | 16 |
Avg Bars in Losers | 25 | 24 | 27 | 25 | 24 | 27 |
Bars Traded | 3538 | 1746 | 1792 | 3538 | 1746 | 1792 |
Profit Streak | 3.831 | 0 | 9.4977 | 3.831 | 0 | 9.4977 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340455 | 404752 | -571560 | -579379 | -51045 | -579237 |
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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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