Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 109448.5817 | 287243.5871 | -177795.0054 | -98405.9388 | 245255.9561 | -343661.895 |
Total P&L (%) | 109.4486 | 287.2436 | -177.795 | -98.4059 | 245.256 | -343.6619 |
Avg Daily Profit (%) | 0.059 | 0.1548 | -0.0958 | -0.2228 | 0.0668 | 0 |
Buy And Hold Return (%) | 38.9787 | 38.9787 | 38.9787 | 38.9787 | 38.9787 | 38.9787 |
Max Trade Drawdown | -362537 | -129373 | -292656 | -423535 | -189325 | -357283 |
Profit Factor | 1.0582 | 1.3398 | 0.828 | 0.9439 | 1.3372 | 0.6651 |
Total Trades | 303 | 152 | 151 | 303 | 152 | 151 |
Winning Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Losing Trades | 149 | 75 | 74 | 149 | 75 | 74 |
Profitability (%) | 50.8251 | 50.6579 | 50.9934 | 50.8251 | 50.6579 | 50.9934 |
Ratio Avg Win / Avg Loss | 1.0239 | 1.305 | 0.7957 | 0.9132 | 1.3024 | 0.6392 |
Largest Winning Trade | 79860 | 79860 | 34427 | 113563 | 113563 | 71279 |
Largest Losing Trade | -77046 | -42461 | -77046 | -173173 | -60237 | -173173 |
Avg Bars in Trades | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Winners | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Losers | 17 | 17 | 17 | 17 | 17 | 17 |
Bars Traded | 5315 | 2678 | 2637 | 5315 | 2678 | 2637 |
Profit Streak | 13.6909 | 13.6909 | 19.6909 | 13.6909 | 13.6909 | 19.6909 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -270840 | 315575 | -579578 | -577731 | -102684 | -579578 |
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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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