Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 404986.5429 | 360871.9042 | 44114.6387 | 1499849.8425 | 1505562.192 | -5712.3495 |
Total P&L (%) | 404.9865 | 360.8719 | 44.1146 | 1499.8498 | 1505.5622 | -5.7124 |
Avg Daily Profit (%) | 0.4888 | 0.4356 | 0.0532 | 0.3352 | 0.3356 | -0.0071 |
Buy And Hold Return (%) | 452.5173 | 452.5173 | 452.5173 | 452.5173 | 452.5173 | 452.5173 |
Max Trade Drawdown | -167732 | -94301 | -89295 | -1112440 | -444991 | -759524 |
Profit Factor | 1.5345 | 1.9855 | 1.1127 | 1.303 | 1.6262 | 0.9978 |
Total Trades | 229 | 114 | 115 | 229 | 114 | 115 |
Winning Trades | 124 | 63 | 61 | 124 | 63 | 61 |
Losing Trades | 105 | 51 | 54 | 105 | 51 | 54 |
Profitability (%) | 54.1485 | 55.2632 | 53.0435 | 54.1485 | 55.2632 | 53.0435 |
Ratio Avg Win / Avg Loss | 1.2993 | 1.6073 | 0.985 | 1.1033 | 1.3165 | 0.8833 |
Largest Winning Trade | 34744 | 34744 | 28682 | 297245 | 297245 | 221914 |
Largest Losing Trade | -27380 | -23144 | -27380 | -263538 | -263538 | -245282 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 3233 | 1616 | 1617 | 3233 | 1616 | 1617 |
Profit Streak | 0 | 11.915 | 0 | 0 | 11.915 | 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 | -152157 | -151037 | -385438 | 305202 | 348418 | -580354 |
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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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