Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 609839.6253 | 630892.7596 | -21053.1343 | 265118.4146 | 370108.3156 | -104989.901 |
Total P&L (%) | 609.8396 | 630.8928 | -21.0531 | 265.1184 | 370.1083 | -104.9899 |
Avg Daily Profit (%) | 0.2801 | 0.2897 | -0.0097 | 0.0595 | 0.0711 | 0 |
Buy And Hold Return (%) | 199.8976 | 199.8976 | 199.8976 | 199.8976 | 199.8976 | 199.8976 |
Max Trade Drawdown | -125638 | -85847 | -205691 | -662460 | -688530 | -495219 |
Profit Factor | 1.4587 | 1.9105 | 0.9669 | 1.0798 | 1.2058 | 0.9311 |
Total Trades | 253 | 126 | 127 | 253 | 126 | 127 |
Winning Trades | 117 | 54 | 63 | 117 | 54 | 63 |
Losing Trades | 136 | 72 | 64 | 136 | 72 | 64 |
Profitability (%) | 46.2451 | 42.8571 | 49.6063 | 46.2451 | 42.8571 | 49.6063 |
Ratio Avg Win / Avg Loss | 1.6956 | 2.5473 | 0.9823 | 1.2551 | 1.6078 | 0.9459 |
Largest Winning Trade | 194189 | 194189 | 38239 | 228693 | 228693 | 181171 |
Largest Losing Trade | -56741 | -56741 | -41524 | -438985 | -438985 | -193933 |
Avg Bars in Trades | 16 | 23 | 9 | 16 | 23 | 9 |
Avg Bars in Winners | 18 | 26 | 10 | 18 | 26 | 10 |
Avg Bars in Losers | 15 | 21 | 8 | 15 | 21 | 8 |
Bars Traded | 4194 | 2960 | 1234 | 4194 | 2960 | 1234 |
Profit Streak | 20.5444 | 0 | 22.5444 | 20.5444 | 0 | 22.5444 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306569 | 242644 | -580322 | -309818 | -107977 | -580322 |
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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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