Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 586590.5409 | 576721.5156 | 9869.0253 | 354700.8276 | 569999.8937 | -215299.066 |
Total P&L (%) | 586.5905 | 576.7215 | 9.869 | 354.7008 | 569.9999 | -215.2991 |
Avg Daily Profit (%) | 0.2691 | 0.2646 | 0.0045 | 0.0695 | 0.0873 | 0 |
Buy And Hold Return (%) | 173.2484 | 173.2484 | 173.2484 | 173.2484 | 173.2484 | 173.2484 |
Max Trade Drawdown | -148900 | -124789 | -197435 | -559657 | -496256 | -547312 |
Profit Factor | 1.4289 | 1.8781 | 1.0139 | 1.0964 | 1.3067 | 0.8819 |
Total Trades | 313 | 157 | 156 | 313 | 157 | 156 |
Winning Trades | 148 | 73 | 75 | 148 | 73 | 75 |
Losing Trades | 165 | 84 | 81 | 165 | 84 | 81 |
Profitability (%) | 47.2843 | 46.4968 | 48.0769 | 47.2843 | 46.4968 | 48.0769 |
Ratio Avg Win / Avg Loss | 1.593 | 2.1611 | 1.095 | 1.2223 | 1.5036 | 0.9524 |
Largest Winning Trade | 159676 | 159676 | 53830 | 185191 | 185191 | 79424 |
Largest Losing Trade | -68556 | -36994 | -68556 | -201682 | -201682 | -198629 |
Avg Bars in Trades | 20 | 23 | 17 | 20 | 23 | 17 |
Avg Bars in Winners | 26 | 30 | 21 | 26 | 30 | 21 |
Avg Bars in Losers | 15 | 18 | 12 | 15 | 18 | 12 |
Bars Traded | 6431 | 3756 | 2675 | 6431 | 3756 | 2675 |
Profit Streak | 22.7845 | 22.7845 | 24.1179 | 22.7845 | 22.7845 | 24.1179 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350679 | 326367 | -557466 | -219346 | -77871 | -580441 |
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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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