Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 543333.0816 | 487197.9651 | 56135.1165 | 801846.1925 | 1011972.568 | -210126.3755 |
Total P&L (%) | 543.3331 | 487.198 | 56.1351 | 801.8462 | 1011.9726 | -210.1264 |
Avg Daily Profit (%) | 0.2271 | 0.2037 | 0.0235 | 0.092 | 0.1007 | 0 |
Buy And Hold Return (%) | 108.7056 | 108.7056 | 108.7056 | 108.7056 | 108.7056 | 108.7056 |
Max Trade Drawdown | -110610 | -88482 | -170170 | -387650 | -142736 | -453336 |
Profit Factor | 1.5544 | 2.1952 | 1.0981 | 1.367 | 2.2565 | 0.8476 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Losing Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Profitability (%) | 46.4865 | 46.7391 | 46.2366 | 46.4865 | 46.7391 | 46.2366 |
Ratio Avg Win / Avg Loss | 1.7893 | 2.5015 | 1.2768 | 1.5737 | 2.5713 | 0.9856 |
Largest Winning Trade | 177786 | 177786 | 60143 | 540295 | 540295 | 156149 |
Largest Losing Trade | -30304 | -25159 | -30304 | -106902 | -74768 | -106902 |
Avg Bars in Trades | 51 | 48 | 53 | 51 | 48 | 53 |
Avg Bars in Winners | 73 | 69 | 78 | 73 | 69 | 78 |
Avg Bars in Losers | 31 | 30 | 32 | 31 | 30 | 32 |
Bars Traded | 9447 | 4452 | 4995 | 9447 | 4452 | 4995 |
Profit Streak | 13.2861 | 34.2861 | 13.2861 | 13.2861 | 34.2861 | 13.2861 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 373165 | 340267 | -441121 | -67468 | -54359 | -581942 |
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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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