Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 286540.446 | 253807.3755 | 32733.0706 | 969449.5208 | 740539.8405 | 228909.6803 |
Total P&L (%) | 286.5404 | 253.8074 | 32.7331 | 969.4495 | 740.5398 | 228.9097 |
Avg Daily Profit (%) | 0.5502 | 0.4873 | 0.0628 | 0.456 | 0.4096 | 0.2289 |
Buy And Hold Return (%) | 428.1618 | 428.1618 | 428.1618 | 428.1618 | 428.1618 | 428.1618 |
Max Trade Drawdown | -31796 | -34969 | -18056 | -233578 | -259982 | -60684 |
Profit Factor | 2.4194 | 2.9265 | 1.4668 | 1.9667 | 1.9647 | 1.9733 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 76 | 34 | 42 | 76 | 34 | 42 |
Losing Trades | 49 | 28 | 21 | 49 | 28 | 21 |
Profitability (%) | 60.8 | 54.8387 | 66.6667 | 60.8 | 54.8387 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.5599 | 2.4101 | 0.7334 | 1.268 | 1.618 | 0.9867 |
Largest Winning Trade | 40935 | 40935 | 11727 | 202219 | 202219 | 38062 |
Largest Losing Trade | -18283 | -18283 | -15258 | -134955 | -134955 | -59405 |
Avg Bars in Trades | 194 | 356 | 35 | 194 | 356 | 35 |
Avg Bars in Winners | 146 | 284 | 35 | 146 | 284 | 35 |
Avg Bars in Losers | 268 | 442 | 36 | 268 | 442 | 36 |
Bars Traded | 24319 | 22078 | 2241 | 24319 | 22078 | 2241 |
Profit Streak | 6.739 | 6.739 | 52.2807 | 6.739 | 6.739 | 52.2807 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147818 | -303547 | -418898 | 376545 | -148565 | -300487 |
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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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