Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 381733.5958 | 434394.1218 | -52660.526 | -35477.5 | 112278.7958 | -147756.2958 |
Total P&L (%) | 381.7336 | 434.3941 | -52.6605 | -35.4775 | 112.2788 | -147.7563 |
Avg Daily Profit (%) | 0.1596 | 0.1816 | -0.022 | -0.0183 | 0.0315 | 0 |
Buy And Hold Return (%) | 126.1119 | 126.1119 | 126.1119 | 126.1119 | 126.1119 | 126.1119 |
Max Trade Drawdown | -188671 | -136868 | -132972 | -178481 | -79052 | -167734 |
Profit Factor | 1.2635 | 1.5834 | 0.9252 | 0.9494 | 1.3488 | 0.6103 |
Total Trades | 310 | 155 | 155 | 310 | 155 | 155 |
Winning Trades | 174 | 89 | 85 | 174 | 89 | 85 |
Losing Trades | 136 | 66 | 70 | 136 | 66 | 70 |
Profitability (%) | 56.129 | 57.4194 | 54.8387 | 56.129 | 57.4194 | 54.8387 |
Ratio Avg Win / Avg Loss | 0.9875 | 1.1742 | 0.762 | 0.7421 | 1.0002 | 0.5026 |
Largest Winning Trade | 156041 | 156041 | 25541 | 51634 | 51634 | 24123 |
Largest Losing Trade | -65285 | -65285 | -41326 | -75878 | -72358 | -75878 |
Avg Bars in Trades | 22 | 33 | 12 | 22 | 33 | 12 |
Avg Bars in Winners | 18 | 23 | 12 | 18 | 23 | 12 |
Avg Bars in Losers | 29 | 47 | 12 | 29 | 47 | 12 |
Bars Traded | 7123 | 5189 | 1933 | 7123 | 5189 | 1933 |
Profit Streak | 8.3596 | 22.3596 | 0 | 8.3596 | 22.3596 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 206929 | 332935 | -579616 | -577412 | -313552 | -579616 |
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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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