Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 484126.4088 | 502155.1737 | -18028.765 | 106543.2232 | 429024.2729 | -322481.0497 |
Total P&L (%) | 484.1264 | 502.1552 | -18.0288 | 106.5432 | 429.0243 | -322.4811 |
Avg Daily Profit (%) | 0.2992 | 0.3104 | -0.0111 | 0.0448 | 0.103 | 0 |
Buy And Hold Return (%) | 22.6211 | 22.6211 | 22.6211 | 22.6211 | 22.6211 | 22.6211 |
Max Trade Drawdown | -138851 | -163346 | -169208 | -362893 | -193310 | -446233 |
Profit Factor | 1.4888 | 2.0603 | 0.9651 | 1.0603 | 1.5654 | 0.6797 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Losing Trades | 96 | 49 | 47 | 96 | 49 | 47 |
Profitability (%) | 42.515 | 41.6667 | 43.3735 | 42.515 | 41.6667 | 43.3735 |
Ratio Avg Win / Avg Loss | 2.0131 | 2.8845 | 1.26 | 1.4337 | 2.1916 | 0.8873 |
Largest Winning Trade | 161548 | 161548 | 55787 | 151641 | 151641 | 101911 |
Largest Losing Trade | -60037 | -31923 | -60037 | -204269 | -61935 | -204269 |
Avg Bars in Trades | 113 | 112 | 113 | 113 | 112 | 113 |
Avg Bars in Winners | 180 | 183 | 178 | 180 | 183 | 178 |
Avg Bars in Losers | 63 | 62 | 64 | 63 | 62 | 64 |
Bars Traded | 18907 | 9482 | 9425 | 18907 | 9482 | 9425 |
Profit Streak | 498.5928 | 502.6761 | 0 | 498.5928 | 502.6761 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337186 | 356823 | -582020 | -290208 | -55627 | -583686 |
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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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