Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 346902.7609 | 383535.0602 | -36632.2993 | -45023.6678 | 41037.771 | -86061.4387 |
Total P&L (%) | 346.9028 | 383.5351 | -36.6323 | -45.0237 | 41.0378 | -86.0614 |
Avg Daily Profit (%) | 0.1665 | 0.1841 | -0.0176 | -0.0287 | 0.0165 | -0.0945 |
Buy And Hold Return (%) | 24.3732 | 24.3732 | 24.3732 | 24.3732 | 24.3732 | 24.3732 |
Max Trade Drawdown | -153374 | -77900 | -161522 | -139830 | -49972 | -122322 |
Profit Factor | 1.2586 | 1.5923 | 0.9472 | 0.9492 | 1.0994 | 0.8181 |
Total Trades | 338 | 169 | 169 | 338 | 169 | 169 |
Winning Trades | 158 | 76 | 82 | 158 | 76 | 82 |
Losing Trades | 180 | 93 | 87 | 180 | 93 | 87 |
Profitability (%) | 46.7456 | 44.9704 | 48.5207 | 46.7456 | 44.9704 | 48.5207 |
Ratio Avg Win / Avg Loss | 1.4339 | 1.9485 | 1.005 | 1.0813 | 1.3453 | 0.8679 |
Largest Winning Trade | 174820 | 174820 | 41140 | 40008 | 40008 | 23272 |
Largest Losing Trade | -57602 | -51709 | -57602 | -49671 | -45083 | -49671 |
Avg Bars in Trades | 73 | 78 | 68 | 73 | 78 | 68 |
Avg Bars in Winners | 88 | 87 | 88 | 88 | 87 | 88 |
Avg Bars in Losers | 60 | 70 | 49 | 60 | 70 | 49 |
Bars Traded | 24760 | 13226 | 11534 | 24760 | 13226 | 11534 |
Profit Streak | 21.9326 | 21.9326 | 22.9326 | 21.9326 | 21.9326 | 22.9326 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330398 | 355923 | -578318 | -577099 | -291592 | -579985 |
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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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