Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 372509.3527 | 420577.5322 | -48068.1794 | 13017.8878 | 223621.6992 | -210603.8115 |
Total P&L (%) | 372.5094 | 420.5775 | -48.0682 | 13.0179 | 223.6217 | -210.6038 |
Avg Daily Profit (%) | 0.2015 | 0.2275 | -0.026 | 0.0066 | 0.0635 | 0 |
Buy And Hold Return (%) | 104.6908 | 104.6908 | 104.6908 | 104.6908 | 104.6908 | 104.6908 |
Max Trade Drawdown | -105194 | -111050 | -96562 | -661350 | -543116 | -278399 |
Profit Factor | 1.5422 | 2.2278 | 0.8605 | 1.0064 | 1.2066 | 0.7791 |
Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Winning Trades | 73 | 38 | 35 | 73 | 38 | 35 |
Losing Trades | 82 | 40 | 42 | 82 | 40 | 42 |
Profitability (%) | 47.0968 | 48.7179 | 45.4545 | 47.0968 | 48.7179 | 45.4545 |
Ratio Avg Win / Avg Loss | 1.7323 | 2.345 | 1.0326 | 1.1305 | 1.2701 | 0.9349 |
Largest Winning Trade | 388082 | 388082 | 41935 | 538416 | 538416 | 118007 |
Largest Losing Trade | -36990 | -36990 | -28876 | -279746 | -279746 | -107340 |
Avg Bars in Trades | 45 | 42 | 47 | 45 | 42 | 47 |
Avg Bars in Winners | 64 | 54 | 74 | 64 | 54 | 74 |
Avg Bars in Losers | 28 | 31 | 25 | 28 | 31 | 25 |
Bars Traded | 7006 | 3329 | 3678 | 7006 | 3329 | 3678 |
Profit Streak | 91.5518 | 107.8018 | 91.5518 | 91.5518 | 107.8018 | 91.5518 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314537 | -23675 | -622278 | -562206 | -148114 | -623944 |
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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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