Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 479670.7121 | 563228.836 | -83558.124 | -35863.4471 | 341465.0812 | -377328.5282 |
Total P&L (%) | 479.6707 | 563.2288 | -83.5581 | -35.8634 | 341.4651 | -377.3285 |
Avg Daily Profit (%) | 0.1914 | 0.2247 | -0.0333 | -0.0177 | 0.0593 | 0 |
Buy And Hold Return (%) | 180.5325 | 180.5325 | 180.5325 | 180.5325 | 180.5325 | 180.5325 |
Max Trade Drawdown | -191927 | -93795 | -157644 | -1022716 | -515959 | -536217 |
Profit Factor | 1.4316 | 2.1544 | 0.866 | 0.9897 | 1.2191 | 0.8033 |
Total Trades | 265 | 133 | 132 | 265 | 133 | 132 |
Winning Trades | 124 | 65 | 59 | 124 | 65 | 59 |
Losing Trades | 141 | 68 | 73 | 141 | 68 | 73 |
Profitability (%) | 46.7925 | 48.8722 | 44.697 | 46.7925 | 48.8722 | 44.697 |
Ratio Avg Win / Avg Loss | 1.6279 | 2.2539 | 1.0715 | 1.1254 | 1.2753 | 0.9939 |
Largest Winning Trade | 418579 | 418579 | 45902 | 557730 | 557730 | 237140 |
Largest Losing Trade | -51142 | -25638 | -51142 | -211667 | -179436 | -211667 |
Avg Bars in Trades | 28 | 25 | 30 | 28 | 25 | 30 |
Avg Bars in Winners | 36 | 34 | 38 | 36 | 34 | 38 |
Avg Bars in Losers | 20 | 17 | 23 | 20 | 17 | 23 |
Bars Traded | 7445 | 3457 | 3988 | 7445 | 3457 | 3988 |
Profit Streak | 1.6465 | 18.6465 | 0 | 1.6465 | 18.6465 | 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 | 149741 | 343506 | -581377 | -581082 | -121610 | -583044 |
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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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