Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 452607.4287 | 385167.296 | 67440.1326 | 1169799.0186 | 1304899.352 | -135100.3334 |
Total P&L (%) | 452.6074 | 385.1673 | 67.4401 | 1169.799 | 1304.8994 | -135.1003 |
Avg Daily Profit (%) | 0.5095 | 0.4335 | 0.0759 | 0.2865 | 0.2979 | 0 |
Buy And Hold Return (%) | 231.2058 | 231.2058 | 231.2058 | 231.2058 | 231.2058 | 231.2058 |
Max Trade Drawdown | -93585 | -58426 | -139737 | -971729 | -591138 | -1178042 |
Profit Factor | 1.7442 | 2.5221 | 1.1899 | 1.2483 | 1.731 | 0.9538 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 86 | 45 | 41 | 86 | 45 | 41 |
Losing Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Profitability (%) | 61.8705 | 65.2174 | 58.5714 | 61.8705 | 65.2174 | 58.5714 |
Ratio Avg Win / Avg Loss | 1.0749 | 1.3451 | 0.8416 | 0.7693 | 0.9232 | 0.6747 |
Largest Winning Trade | 128700 | 128700 | 26881 | 274066 | 257519 | 274066 |
Largest Losing Trade | -40103 | -24532 | -40103 | -431645 | -319908 | -431645 |
Avg Bars in Trades | 73 | 68 | 77 | 73 | 68 | 77 |
Avg Bars in Winners | 59 | 53 | 67 | 59 | 53 | 67 |
Avg Bars in Losers | 94 | 97 | 92 | 94 | 97 | 92 |
Bars Traded | 10161 | 4737 | 5424 | 10161 | 4737 | 5424 |
Profit Streak | 24.6131 | 44.7798 | 24.6131 | 24.6131 | 44.7798 | 24.6131 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 296050 | -94090 | -363216 | 306657 | -89814 | -673303 |
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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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