Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 577822.7063 | 563173.8724 | 14648.8339 | 98224.7489 | 234926.2516 | -136701.5027 |
Total P&L (%) | 577.8227 | 563.1739 | 14.6488 | 98.2247 | 234.9263 | -136.7015 |
Avg Daily Profit (%) | 0.2774 | 0.2703 | 0.007 | 0.0329 | 0.058 | 0 |
Buy And Hold Return (%) | 65.8394 | 65.8394 | 65.8394 | 65.8394 | 65.8394 | 65.8394 |
Max Trade Drawdown | -135449 | -74132 | -158826 | -676917 | -340049 | -612850 |
Profit Factor | 1.4347 | 1.8622 | 1.0217 | 1.0238 | 1.1126 | 0.9327 |
Total Trades | 243 | 121 | 122 | 243 | 121 | 122 |
Winning Trades | 110 | 52 | 58 | 110 | 52 | 58 |
Losing Trades | 133 | 69 | 64 | 133 | 69 | 64 |
Profitability (%) | 45.2675 | 42.9752 | 47.541 | 45.2675 | 42.9752 | 47.541 |
Ratio Avg Win / Avg Loss | 1.7347 | 2.471 | 1.1274 | 1.2379 | 1.4763 | 1.0292 |
Largest Winning Trade | 255257 | 255257 | 56086 | 319724 | 319724 | 141397 |
Largest Losing Trade | -49977 | -42251 | -49977 | -218500 | -218500 | -207346 |
Avg Bars in Trades | 101 | 105 | 98 | 101 | 105 | 98 |
Avg Bars in Winners | 133 | 143 | 124 | 133 | 143 | 124 |
Avg Bars in Losers | 75 | 76 | 74 | 75 | 76 | 74 |
Bars Traded | 24706 | 12708 | 11998 | 24706 | 12708 | 11998 |
Profit Streak | 32.6747 | 32.6748 | 40.0081 | 32.6748 | 32.6748 | 40.0081 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 417601 | 350975 | -546094 | -355164 | -217142 | -579310 |
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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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