Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 219555.3416 | 225087.0501 | -5531.7085 | 562206.3922 | 331500.6998 | 230705.6924 |
Total P&L (%) | 219.5553 | 225.0871 | -5.5317 | 562.2064 | 331.5007 | 230.7057 |
Avg Daily Profit (%) | 0.1756 | 0.18 | -0.0044 | 0.1513 | 0.117 | 0.0957 |
Buy And Hold Return (%) | 98.0674 | 98.0674 | 98.0674 | 98.0674 | 98.0674 | 98.0674 |
Max Trade Drawdown | -193558 | -49955 | -211861 | -261831 | -182022 | -232304 |
Profit Factor | 1.3608 | 2.1791 | 0.9868 | 1.5992 | 1.88 | 1.4108 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 155 | 75 | 80 | 141 | 69 | 72 |
Losing Trades | 22 | 13 | 9 | 36 | 19 | 17 |
Profitability (%) | 87.5706 | 85.2273 | 89.8876 | 79.661 | 78.4091 | 80.8989 |
Ratio Avg Win / Avg Loss | 0.1931 | 0.3777 | 0.111 | 0.4083 | 0.5177 | 0.3331 |
Largest Winning Trade | 19332 | 19332 | 16240 | 135163 | 47492 | 135163 |
Largest Losing Trade | -143487 | -49955 | -143487 | -182022 | -182022 | -174137 |
Avg Bars in Trades | 40 | 45 | 34 | 40 | 45 | 34 |
Avg Bars in Winners | 18 | 19 | 18 | 26 | 28 | 23 |
Avg Bars in Losers | 190 | 196 | 182 | 95 | 108 | 81 |
Bars Traded | 7125 | 4043 | 3082 | 7125 | 4043 | 3082 |
Profit Streak | 10.6061 | 10.6061 | 42.1061 | 10.6061 | 10.6061 | 42.1061 |
Trades During Streak | 5 | 2 | 8 | 5 | 2 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300622 | 336631 | -574340 | 482786 | -34062 | -65097 |
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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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