Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 504516.5199 | 482610.1952 | 21906.3247 | 62472.3303 | 127486.0959 | -65013.7656 |
Total P&L (%) | 504.5165 | 482.6102 | 21.9063 | 62.4723 | 127.4861 | -65.0138 |
Avg Daily Profit (%) | 0.201 | 0.1923 | 0.0087 | 0.0193 | 0.0327 | -0.0418 |
Buy And Hold Return (%) | 31.7999 | 31.7999 | 31.7999 | 31.7999 | 31.7999 | 31.7999 |
Max Trade Drawdown | -124843 | -79495 | -83791 | -459110 | -344643 | -338216 |
Profit Factor | 1.358 | 1.6288 | 1.0341 | 1.0205 | 1.0762 | 0.9525 |
Total Trades | 261 | 130 | 131 | 261 | 130 | 131 |
Winning Trades | 114 | 51 | 63 | 114 | 51 | 63 |
Losing Trades | 147 | 79 | 68 | 147 | 79 | 68 |
Profitability (%) | 43.6782 | 39.2308 | 48.0916 | 43.6782 | 39.2308 | 48.0916 |
Ratio Avg Win / Avg Loss | 1.7511 | 2.5231 | 1.1162 | 1.316 | 1.6671 | 1.0281 |
Largest Winning Trade | 166451 | 166451 | 42989 | 228262 | 228262 | 137098 |
Largest Losing Trade | -55009 | -55009 | -33833 | -172601 | -122682 | -172601 |
Avg Bars in Trades | 56 | 62 | 51 | 56 | 62 | 51 |
Avg Bars in Winners | 75 | 84 | 67 | 75 | 84 | 67 |
Avg Bars in Losers | 42 | 47 | 36 | 42 | 47 | 36 |
Bars Traded | 14807 | 8085 | 6722 | 14807 | 8085 | 6722 |
Profit Streak | 46.2249 | 51.7249 | 46.2249 | 46.2249 | 51.7249 | 46.2249 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341665 | 244992 | -530322 | -372193 | -290773 | -579502 |
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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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