Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 405836.2328 | 369120.4864 | 36715.7464 | 203841.1079 | 307696.6948 | -103855.5869 |
Total P&L (%) | 405.8362 | 369.1205 | 36.7157 | 203.8411 | 307.6967 | -103.8556 |
Avg Daily Profit (%) | 0.1624 | 0.1477 | 0.0147 | 0.0445 | 0.0562 | 0 |
Buy And Hold Return (%) | 19.1153 | 19.1153 | 19.1153 | 19.1153 | 19.1153 | 19.1153 |
Max Trade Drawdown | -118760 | -90747 | -98865 | -326225 | -260132 | -229072 |
Profit Factor | 1.3577 | 1.6675 | 1.0632 | 1.0874 | 1.2765 | 0.9148 |
Total Trades | 267 | 134 | 133 | 267 | 134 | 133 |
Winning Trades | 127 | 57 | 70 | 127 | 57 | 70 |
Losing Trades | 140 | 77 | 63 | 140 | 77 | 63 |
Profitability (%) | 47.5655 | 42.5373 | 52.6316 | 47.5655 | 42.5373 | 52.6316 |
Ratio Avg Win / Avg Loss | 1.4967 | 2.2525 | 0.9568 | 1.1987 | 1.7244 | 0.8234 |
Largest Winning Trade | 89101 | 89101 | 39522 | 219864 | 219864 | 87588 |
Largest Losing Trade | -43176 | -25387 | -43176 | -111860 | -67565 | -111860 |
Avg Bars in Trades | 36 | 34 | 39 | 36 | 34 | 39 |
Avg Bars in Winners | 47 | 50 | 45 | 47 | 50 | 45 |
Avg Bars in Losers | 26 | 22 | 32 | 26 | 22 | 32 |
Bars Traded | 9808 | 4616 | 5192 | 9808 | 4616 | 5192 |
Profit Streak | 33.5612 | 38.3112 | 0 | 33.5612 | 38.3112 | 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 | 314184 | 168511 | -333228 | -256912 | -119328 | -580638 |
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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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