Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 595414.3448 | 602924.4391 | -7510.0943 | 410067.9801 | 941325.9743 | -531257.9942 |
Total P&L (%) | 595.4143 | 602.9244 | -7.5101 | 410.068 | 941.326 | -531.258 |
Avg Daily Profit (%) | 0.274 | 0.2775 | -0.0035 | 0.075 | 0.1079 | 0 |
Buy And Hold Return (%) | 199.8028 | 199.8028 | 199.8028 | 199.8028 | 199.8028 | 199.8028 |
Max Trade Drawdown | -281859 | -197771 | -135815 | -1276605 | -814152 | -1025310 |
Profit Factor | 1.6536 | 2.0274 | 0.9768 | 1.0807 | 1.3123 | 0.7428 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Losing Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Profitability (%) | 59.8726 | 60.2564 | 59.4937 | 59.8726 | 60.2564 | 59.4937 |
Ratio Avg Win / Avg Loss | 1.1083 | 1.3372 | 0.6651 | 0.7243 | 0.8656 | 0.5058 |
Largest Winning Trade | 167984 | 167984 | 21319 | 395501 | 395501 | 194202 |
Largest Losing Trade | -72438 | -72438 | -33471 | -605401 | -605401 | -431020 |
Avg Bars in Trades | 26 | 46 | 6 | 26 | 46 | 6 |
Avg Bars in Winners | 17 | 29 | 5 | 17 | 29 | 5 |
Avg Bars in Losers | 39 | 73 | 6 | 39 | 73 | 6 |
Bars Traded | 4128 | 3645 | 483 | 4128 | 3645 | 483 |
Profit Streak | 20.6176 | 0 | 53.1176 | 20.6176 | 0 | 53.1176 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377841 | -24504 | -604964 | -229791 | -84491 | -604964 |
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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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