Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 585676.6792 | 607762.06 | -22085.3808 | 328721.0423 | 764988.7428 | -436267.7005 |
Total P&L (%) | 585.6767 | 607.7621 | -22.0854 | 328.721 | 764.9887 | -436.2677 |
Avg Daily Profit (%) | 0.2687 | 0.2789 | -0.0101 | 0.0668 | 0.099 | 0 |
Buy And Hold Return (%) | 121.0811 | 121.0811 | 121.0811 | 121.0811 | 121.0811 | 121.0811 |
Max Trade Drawdown | -167678 | -113985 | -194324 | -619169 | -514462 | -642074 |
Profit Factor | 1.4073 | 1.8486 | 0.9694 | 1.07 | 1.3269 | 0.8149 |
Total Trades | 322 | 161 | 161 | 322 | 161 | 161 |
Winning Trades | 138 | 67 | 71 | 138 | 67 | 71 |
Losing Trades | 184 | 94 | 90 | 184 | 94 | 90 |
Profitability (%) | 42.8571 | 41.6149 | 44.0994 | 42.8571 | 41.6149 | 44.0994 |
Ratio Avg Win / Avg Loss | 1.8764 | 2.5936 | 1.2288 | 1.4267 | 1.8616 | 1.033 |
Largest Winning Trade | 159676 | 159676 | 44080 | 293615 | 293615 | 197625 |
Largest Losing Trade | -42764 | -42764 | -30677 | -257433 | -229566 | -257433 |
Avg Bars in Trades | 19 | 22 | 16 | 19 | 22 | 16 |
Avg Bars in Winners | 24 | 29 | 20 | 24 | 29 | 20 |
Avg Bars in Losers | 16 | 18 | 14 | 16 | 18 | 14 |
Bars Traded | 6411 | 3686 | 2725 | 6411 | 3686 | 2725 |
Profit Streak | 37.8702 | 37.8702 | 85.8702 | 37.8702 | 37.8702 | 85.8702 |
Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330134 | 314989 | -579388 | -250451 | -61569 | -579388 |
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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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