Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 320764.6434 | 312903.7504 | 7860.893 | 45658.1779 | 532074.1896 | -486416.0117 |
Total P&L (%) | 320.7646 | 312.9038 | 7.8609 | 45.6582 | 532.0742 | -486.416 |
Avg Daily Profit (%) | 0.154 | 0.1503 | 0.0038 | 0.0181 | 0.0886 | 0 |
Buy And Hold Return (%) | 15.1145 | 15.1145 | 15.1145 | 15.1145 | 15.1145 | 15.1145 |
Max Trade Drawdown | -85816 | -105382 | -138366 | -380299 | -191817 | -571691 |
Profit Factor | 1.3908 | 1.8033 | 1.0182 | 1.0246 | 1.7285 | 0.5693 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 70 | 29 | 41 | 70 | 29 | 41 |
Losing Trades | 84 | 48 | 36 | 84 | 48 | 36 |
Profitability (%) | 45.4545 | 37.6623 | 53.2468 | 45.4545 | 37.6623 | 53.2468 |
Ratio Avg Win / Avg Loss | 1.6689 | 2.9848 | 0.8941 | 1.2295 | 2.861 | 0.4999 |
Largest Winning Trade | 79155 | 79155 | 60178 | 209423 | 209423 | 74093 |
Largest Losing Trade | -68635 | -23278 | -68635 | -325328 | -65549 | -325328 |
Avg Bars in Trades | 160 | 154 | 165 | 160 | 154 | 165 |
Avg Bars in Winners | 231 | 253 | 216 | 231 | 253 | 216 |
Avg Bars in Losers | 100 | 94 | 107 | 100 | 94 | 107 |
Bars Traded | 24641 | 11888 | 12753 | 24641 | 11888 | 12753 |
Profit Streak | 35.6495 | 39.7329 | 0 | 35.6495 | 39.7329 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308159 | -35592 | -597235 | -365755 | -117216 | -622315 |
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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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