Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 682562.403 | 642078.3744 | 40484.0286 | 433458.069 | 573496.9291 | -140038.8601 |
Total P&L (%) | 682.5624 | 642.0784 | 40.484 | 433.4581 | 573.4969 | -140.0389 |
Avg Daily Profit (%) | 0.2726 | 0.2565 | 0.0162 | 0.0669 | 0.0762 | 0 |
Buy And Hold Return (%) | 260.6207 | 260.6207 | 260.6207 | 260.6207 | 260.6207 | 260.6207 |
Max Trade Drawdown | -105747 | -101211 | -118582 | -394994 | -167077 | -403012 |
Profit Factor | 1.9679 | 2.9161 | 1.1094 | 1.3425 | 2.0457 | 0.8048 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 53 | 22 | 31 | 53 | 22 | 31 |
Losing Trades | 59 | 34 | 25 | 59 | 34 | 25 |
Profitability (%) | 47.3214 | 39.2857 | 55.3571 | 47.3214 | 39.2857 | 55.3571 |
Ratio Avg Win / Avg Loss | 2.1907 | 4.5066 | 0.8947 | 1.4944 | 3.1616 | 0.649 |
Largest Winning Trade | 406345 | 406345 | 33618 | 238370 | 238370 | 93345 |
Largest Losing Trade | -60417 | -47502 | -60417 | -274087 | -137243 | -274087 |
Avg Bars in Trades | 130 | 137 | 122 | 130 | 137 | 122 |
Avg Bars in Winners | 171 | 168 | 172 | 171 | 168 | 172 |
Avg Bars in Losers | 93 | 117 | 60 | 93 | 117 | 60 |
Bars Traded | 14583 | 7722 | 6861 | 14583 | 7722 | 6861 |
Profit Streak | 141.5724 | 141.5724 | 146.0724 | 141.5724 | 141.5724 | 146.0724 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343955 | -173360 | -617285 | -111794 | -276084 | -759176 |
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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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