Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 308581.6596 | 305173.9022 | 3407.7575 | 167769.4563 | 283682.4304 | -115912.9741 |
Total P&L (%) | 308.5817 | 305.1739 | 3.4078 | 167.7695 | 283.6824 | -115.913 |
Avg Daily Profit (%) | 0.167 | 0.1651 | 0.0018 | 0.0533 | 0.0728 | 0 |
Buy And Hold Return (%) | 78.5982 | 78.5982 | 78.5982 | 78.5982 | 78.5982 | 78.5982 |
Max Trade Drawdown | -167373 | -156957 | -26826 | -1022350 | -880137 | -216315 |
Profit Factor | 1.4965 | 1.5915 | 1.0323 | 1.0668 | 1.1369 | 0.7357 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 96 | 54 | 42 | 96 | 54 | 42 |
Losing Trades | 81 | 34 | 47 | 81 | 34 | 47 |
Profitability (%) | 54.2373 | 61.3636 | 47.191 | 54.2373 | 61.3636 | 47.191 |
Ratio Avg Win / Avg Loss | 1.2627 | 1.0021 | 1.1552 | 0.9001 | 0.7158 | 0.8233 |
Largest Winning Trade | 59312 | 59312 | 9893 | 244684 | 244684 | 74193 |
Largest Losing Trade | -60296 | -60296 | -9256 | -510244 | -510244 | -60103 |
Avg Bars in Trades | 119 | 233 | 6 | 119 | 233 | 6 |
Avg Bars in Winners | 76 | 129 | 7 | 76 | 129 | 7 |
Avg Bars in Losers | 171 | 399 | 6 | 171 | 399 | 6 |
Bars Traded | 21170 | 20584 | 586 | 21170 | 20584 | 586 |
Profit Streak | 25.6898 | 0 | 26.4398 | 25.6898 | 0 | 26.4398 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300764 | 298584 | -541727 | -274408 | -168548 | -581367 |
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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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