Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 345548.9627 | 355376.6179 | -9827.6552 | 2511.2386 | 34349.1996 | -31837.961 |
Total P&L (%) | 345.549 | 355.3766 | -9.8277 | 2.5112 | 34.3492 | -31.838 |
Avg Daily Profit (%) | 0.1659 | 0.1706 | -0.0047 | 0.0012 | 0.0142 | -0.0184 |
Buy And Hold Return (%) | 11.3963 | 11.3963 | 11.3963 | 11.3963 | 11.3963 | 11.3963 |
Max Trade Drawdown | -164665 | -140540 | -68263 | -1676847 | -1482780 | -208118 |
Profit Factor | 1.3369 | 1.4709 | 0.9637 | 1.0005 | 1.0093 | 0.9709 |
Total Trades | 295 | 147 | 148 | 295 | 147 | 148 |
Winning Trades | 167 | 93 | 74 | 167 | 93 | 74 |
Losing Trades | 128 | 54 | 74 | 128 | 54 | 74 |
Profitability (%) | 56.6102 | 63.2653 | 50 | 56.6102 | 63.2653 | 50 |
Ratio Avg Win / Avg Loss | 1.0247 | 0.8541 | 0.9637 | 0.7669 | 0.5861 | 0.9709 |
Largest Winning Trade | 73416 | 73416 | 19208 | 617454 | 617454 | 280157 |
Largest Losing Trade | -76552 | -76552 | -34449 | -1229294 | -1229294 | -157717 |
Avg Bars in Trades | 82 | 158 | 6 | 82 | 158 | 6 |
Avg Bars in Winners | 45 | 76 | 7 | 45 | 76 | 7 |
Avg Bars in Losers | 130 | 300 | 6 | 130 | 300 | 6 |
Bars Traded | 24362 | 23336 | 1026 | 24362 | 23336 | 1026 |
Profit Streak | 35.7168 | 38.2168 | 35.7168 | 35.7168 | 38.2168 | 35.7168 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 397063 | 337492 | -580119 | -575221 | -386404 | -580119 |
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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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