Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 261310.6997 | 246726.5519 | 14584.1478 | 474494.2044 | 845751.8996 | -371257.6952 |
Total P&L (%) | 261.3107 | 246.7266 | 14.5841 | 474.4942 | 845.7519 | -371.2577 |
Avg Daily Profit (%) | 0.5017 | 0.4737 | 0.028 | 0.3362 | 0.4323 | 0 |
Buy And Hold Return (%) | 362.6609 | 362.6609 | 362.6609 | 362.6609 | 362.6609 | 362.6609 |
Max Trade Drawdown | -52057 | -23504 | -103433 | -411429 | -161675 | -605517 |
Profit Factor | 1.6673 | 2.6159 | 1.061 | 1.2042 | 1.9888 | 0.7472 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 95 | 46 | 49 | 95 | 46 | 49 |
Losing Trades | 89 | 46 | 43 | 89 | 46 | 43 |
Profitability (%) | 51.6304 | 50 | 53.2609 | 51.6304 | 50 | 53.2609 |
Ratio Avg Win / Avg Loss | 1.562 | 2.6159 | 0.9311 | 1.1281 | 1.9888 | 0.6557 |
Largest Winning Trade | 56360 | 56360 | 24740 | 165445 | 165445 | 90882 |
Largest Losing Trade | -40782 | -16483 | -40782 | -266161 | -80007 | -266161 |
Avg Bars in Trades | 134 | 129 | 139 | 134 | 129 | 139 |
Avg Bars in Winners | 155 | 168 | 143 | 155 | 168 | 143 |
Avg Bars in Losers | 111 | 89 | 135 | 111 | 89 | 135 |
Bars Traded | 24690 | 11873 | 12817 | 24690 | 11873 | 12817 |
Profit Streak | 8.9766 | 8.9766 | 10.6849 | 8.9766 | 8.9766 | 10.6849 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150697 | -151037 | -476099 | -59834 | 321047 | -580584 |
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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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