Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 518295.8198 | 449713.7076 | 68582.1122 | 796152.2366 | 1403341.1196 | -607188.883 |
Total P&L (%) | 518.2958 | 449.7137 | 68.5821 | 796.1522 | 1403.3411 | -607.1889 |
Avg Daily Profit (%) | 0.217 | 0.1883 | 0.0287 | 0.0919 | 0.1136 | 0 |
Buy And Hold Return (%) | 114.7347 | 114.7347 | 114.7347 | 114.7347 | 114.7347 | 114.7347 |
Max Trade Drawdown | -89175 | -83476 | -103119 | -839104 | -450023 | -967408 |
Profit Factor | 1.5689 | 2.1879 | 1.1288 | 1.1787 | 1.7735 | 0.77 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 81 | 44 | 37 | 81 | 44 | 37 |
Losing Trades | 91 | 42 | 49 | 91 | 42 | 49 |
Profitability (%) | 47.093 | 51.1628 | 43.0233 | 47.093 | 51.1628 | 43.0233 |
Ratio Avg Win / Avg Loss | 1.7626 | 2.0885 | 1.4949 | 1.3243 | 1.6929 | 1.0197 |
Largest Winning Trade | 121960 | 121960 | 62960 | 492408 | 492408 | 225495 |
Largest Losing Trade | -47885 | -28238 | -47885 | -413738 | -157419 | -413738 |
Avg Bars in Trades | 27 | 25 | 29 | 27 | 25 | 29 |
Avg Bars in Winners | 37 | 32 | 43 | 37 | 32 | 43 |
Avg Bars in Losers | 18 | 17 | 18 | 18 | 17 | 18 |
Bars Traded | 4701 | 2171 | 2530 | 4701 | 2171 | 2530 |
Profit Streak | 39.5834 | 68.0834 | 0 | 39.5834 | 68.0834 | 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 | 354780 | 361917 | -401884 | -93242 | -36950 | -581870 |
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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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