Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 487820.9205 | 419597.7007 | 68223.2198 | 755483.7926 | 1055738.0804 | -300254.2879 |
Total P&L (%) | 487.8209 | 419.5977 | 68.2232 | 755.4838 | 1055.7381 | -300.2543 |
Avg Daily Profit (%) | 0.2043 | 0.1757 | 0.0286 | 0.0899 | 0.1026 | 0 |
Buy And Hold Return (%) | 89.8293 | 89.8293 | 89.8293 | 89.8293 | 89.8293 | 89.8293 |
Max Trade Drawdown | -119936 | -126851 | -151128 | -546585 | -218233 | -607101 |
Profit Factor | 1.5877 | 2.0532 | 1.158 | 1.3269 | 2.0467 | 0.7695 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 76 | 37 | 39 | 76 | 37 | 39 |
Losing Trades | 90 | 46 | 44 | 90 | 46 | 44 |
Profitability (%) | 45.7831 | 44.5783 | 46.988 | 45.7831 | 44.5783 | 46.988 |
Ratio Avg Win / Avg Loss | 1.8802 | 2.5527 | 1.3065 | 1.5713 | 2.5445 | 0.8681 |
Largest Winning Trade | 153998 | 153998 | 50039 | 518677 | 518677 | 159390 |
Largest Losing Trade | -34724 | -25707 | -34724 | -160328 | -160328 | -91427 |
Avg Bars in Trades | 28 | 28 | 28 | 28 | 28 | 28 |
Avg Bars in Winners | 39 | 40 | 39 | 39 | 40 | 39 |
Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
Bars Traded | 4715 | 2365 | 2350 | 4715 | 2365 | 2350 |
Profit Streak | 25.7136 | 28.2136 | 0 | 25.7136 | 28.2136 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346129 | 290478 | -368384 | -71052 | -53377 | -582003 |
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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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