Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 372552.8363 | 367939.4213 | 4613.415 | -36129.2246 | -43266.0565 | 7136.8319 |
Total P&L (%) | 372.5528 | 367.9394 | 4.6134 | -36.1292 | -43.2661 | 7.1368 |
Avg Daily Profit (%) | 0.198 | 0.1955 | 0.0025 | -0.0238 | -0.0301 | 0.0037 |
Buy And Hold Return (%) | 17.1429 | 17.1429 | 17.1429 | 17.1429 | 17.1429 | 17.1429 |
Max Trade Drawdown | -265130 | -197448 | -88003 | -1183108 | -956329 | -339527 |
Profit Factor | 1.3944 | 1.5617 | 1.0159 | 0.9879 | 0.9796 | 1.0082 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 73 | 33 | 40 | 73 | 33 | 40 |
Losing Trades | 94 | 50 | 44 | 94 | 50 | 44 |
Profitability (%) | 43.7126 | 39.759 | 47.619 | 43.7126 | 39.759 | 47.619 |
Ratio Avg Win / Avg Loss | 1.7956 | 2.3662 | 1.1175 | 1.2721 | 1.4842 | 1.109 |
Largest Winning Trade | 263778 | 263778 | 22591 | 576654 | 576654 | 154906 |
Largest Losing Trade | -44757 | -44757 | -28862 | -380237 | -380237 | -248663 |
Avg Bars in Trades | 129 | 232 | 27 | 129 | 232 | 27 |
Avg Bars in Winners | 166 | 334 | 28 | 166 | 334 | 28 |
Avg Bars in Losers | 99 | 164 | 26 | 99 | 164 | 26 |
Bars Traded | 21567 | 19273 | 2294 | 21567 | 19273 | 2294 |
Profit Streak | 36.7389 | 0 | 51.4055 | 36.7389 | 0 | 51.4055 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300572 | 218239 | -558727 | -580137 | -583425 | -565598 |
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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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