Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 297455.5996 | 324794.1507 | -27338.551 | -29707.7395 | 391229.8366 | -420937.5761 |
Total P&L (%) | 297.4556 | 324.7942 | -27.3386 | -29.7077 | 391.2298 | -420.9376 |
Avg Daily Profit (%) | 0.1838 | 0.2007 | -0.0169 | -0.0218 | 0.0984 | 0 |
Buy And Hold Return (%) | 24.7536 | 24.7536 | 24.7536 | 24.7536 | 24.7536 | 24.7536 |
Max Trade Drawdown | -286577 | -256526 | -46589 | -4421731 | -3532283 | -900972 |
Profit Factor | 1.2719 | 1.3384 | 0.7963 | 0.9975 | 1.038 | 0.7309 |
Total Trades | 315 | 157 | 158 | 315 | 157 | 158 |
Winning Trades | 156 | 75 | 81 | 156 | 75 | 81 |
Losing Trades | 159 | 82 | 77 | 159 | 82 | 77 |
Profitability (%) | 49.5238 | 47.7707 | 51.2658 | 49.5238 | 47.7707 | 51.2658 |
Ratio Avg Win / Avg Loss | 1.2964 | 1.4634 | 0.757 | 1.0167 | 1.1349 | 0.6948 |
Largest Winning Trade | 90807 | 90807 | 5270 | 1245476 | 1245476 | 178558 |
Largest Losing Trade | -55776 | -55776 | -12068 | -1221754 | -1221754 | -260391 |
Avg Bars in Trades | 60 | 120 | 1 | 60 | 120 | 1 |
Avg Bars in Winners | 56 | 116 | 1 | 56 | 116 | 1 |
Avg Bars in Losers | 64 | 123 | 1 | 64 | 123 | 1 |
Bars Traded | 19141 | 18879 | 262 | 19141 | 18879 | 262 |
Profit Streak | 471.3202 | 0 | 502.0702 | 471.3202 | 0 | 502.0702 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339909 | 264467 | -579103 | -577064 | -240925 | -579103 |
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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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