Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 350672.1342 | 445941.2439 | -95269.1097 | -41385.9877 | -17045.3345 | -24340.6532 |
Total P&L (%) | 350.6721 | 445.9412 | -95.2691 | -41.386 | -17.0453 | -24.3407 |
Avg Daily Profit (%) | 0.2167 | 0.2756 | -0.0589 | -0.033 | -0.0115 | -0.0172 |
Buy And Hold Return (%) | 23.3096 | 23.3096 | 23.3096 | 23.3096 | 23.3096 | 23.3096 |
Max Trade Drawdown | -170771 | -127110 | -221661 | -191990 | -153114 | -93797 |
Profit Factor | 1.3093 | 1.7992 | 0.8345 | 0.9451 | 0.9594 | 0.9271 |
Total Trades | 298 | 149 | 149 | 298 | 149 | 149 |
Winning Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Losing Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Profitability (%) | 41.9463 | 41.6107 | 42.2819 | 41.9463 | 41.6107 | 42.2819 |
Ratio Avg Win / Avg Loss | 1.8121 | 2.5247 | 1.1392 | 1.308 | 1.3462 | 1.2655 |
Largest Winning Trade | 153492 | 153492 | 70428 | 95816 | 82378 | 95816 |
Largest Losing Trade | -53142 | -53142 | -49772 | -64502 | -64502 | -48672 |
Avg Bars in Trades | 63 | 63 | 63 | 63 | 63 | 63 |
Avg Bars in Winners | 95 | 95 | 96 | 95 | 95 | 96 |
Avg Bars in Losers | 40 | 41 | 39 | 40 | 41 | 39 |
Bars Traded | 19028 | 9511 | 9517 | 19028 | 9511 | 9517 |
Profit Streak | 486.3083 | 486.3083 | 495.6416 | 486.3083 | 486.3083 | 495.6416 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302515 | 318324 | -581688 | -579724 | -581949 | -581688 |
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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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