Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 358792.7468 | 342678.6772 | 16114.0697 | -32861.7643 | 495749.7726 | -528611.5369 |
Total P&L (%) | 358.7927 | 342.6787 | 16.1141 | -32.8618 | 495.7498 | -528.6115 |
Avg Daily Profit (%) | 0.1906 | 0.182 | 0.0086 | -0.0212 | 0.0948 | 0 |
Buy And Hold Return (%) | 20.7107 | 20.7107 | 20.7107 | 20.7107 | 20.7107 | 20.7107 |
Max Trade Drawdown | -213452 | -187055 | -123701 | -689545 | -339149 | -732013 |
Profit Factor | 1.3687 | 1.5541 | 1.0454 | 0.9821 | 1.6089 | 0.4801 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 96 | 43 | 53 | 96 | 43 | 53 |
Losing Trades | 81 | 45 | 36 | 81 | 45 | 36 |
Profitability (%) | 54.2373 | 48.8636 | 59.5506 | 54.2373 | 48.8636 | 59.5506 |
Ratio Avg Win / Avg Loss | 1.1548 | 1.6264 | 0.7101 | 0.8286 | 1.6838 | 0.3261 |
Largest Winning Trade | 82443 | 82443 | 25554 | 320993 | 320993 | 49196 |
Largest Losing Trade | -75893 | -70459 | -75893 | -539102 | -120655 | -539102 |
Avg Bars in Trades | 63 | 110 | 16 | 63 | 110 | 16 |
Avg Bars in Winners | 50 | 94 | 14 | 50 | 94 | 14 |
Avg Bars in Losers | 78 | 124 | 20 | 78 | 124 | 20 |
Bars Traded | 11185 | 9682 | 1503 | 11185 | 9682 | 1503 |
Profit Streak | 6.4778 | 0 | 36.8111 | 6.4778 | 0 | 36.8111 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 367588 | 340373 | -517672 | -578611 | -64058 | -579034 |
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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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