Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 419764.726 | 417421.1202 | 2343.6058 | 269935.3106 | 322680.5853 | -52745.2746 |
Total P&L (%) | 419.7647 | 417.4211 | 2.3436 | 269.9353 | 322.6806 | -52.7453 |
Avg Daily Profit (%) | 0.1679 | 0.1669 | 0.0009 | 0.0523 | 0.0577 | -0.03 |
Buy And Hold Return (%) | 97.353 | 97.353 | 97.353 | 97.353 | 97.353 | 97.353 |
Max Trade Drawdown | -132148 | -144734 | -55786 | -709353 | -732015 | -197513 |
Profit Factor | 1.4768 | 1.6528 | 1.0097 | 1.1067 | 1.1708 | 0.9176 |
Total Trades | 255 | 127 | 128 | 255 | 127 | 128 |
Winning Trades | 139 | 65 | 74 | 139 | 65 | 74 |
Losing Trades | 116 | 62 | 54 | 116 | 62 | 54 |
Profitability (%) | 54.5098 | 51.1811 | 57.8125 | 54.5098 | 51.1811 | 57.8125 |
Ratio Avg Win / Avg Loss | 1.2324 | 1.5765 | 0.7368 | 0.9236 | 1.1167 | 0.6696 |
Largest Winning Trade | 139900 | 139900 | 22886 | 240952 | 240952 | 81784 |
Largest Losing Trade | -44143 | -44143 | -20384 | -239655 | -239655 | -71952 |
Avg Bars in Trades | 28 | 53 | 3 | 28 | 53 | 3 |
Avg Bars in Winners | 20 | 38 | 3 | 20 | 38 | 3 |
Avg Bars in Losers | 38 | 69 | 3 | 38 | 69 | 3 |
Bars Traded | 7280 | 6831 | 449 | 7280 | 6831 | 449 |
Profit Streak | 47.4168 | 0 | 67.7502 | 47.4168 | 0 | 67.7502 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335595 | 303779 | -567196 | -228407 | -151487 | -579143 |
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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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