Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 218830.2867 | 173275.8082 | 45554.4784 | 106510.2546 | 425254.5253 | -318744.2707 |
Total P&L (%) | 218.8303 | 173.2758 | 45.5545 | 106.5103 | 425.2545 | -318.7443 |
Avg Daily Profit (%) | 0.4202 | 0.3327 | 0.0875 | 0.1393 | 0.319 | 0 |
Buy And Hold Return (%) | 61.7887 | 61.7887 | 61.7887 | 61.7887 | 61.7887 | 61.7887 |
Max Trade Drawdown | -121952 | -41690 | -123750 | -367851 | -76718 | -471556 |
Profit Factor | 1.4309 | 1.7907 | 1.1578 | 1.1012 | 2.3549 | 0.5684 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 87 | 41 | 46 | 87 | 41 | 46 |
Losing Trades | 97 | 51 | 46 | 97 | 51 | 46 |
Profitability (%) | 47.2826 | 44.5652 | 50 | 47.2826 | 44.5652 | 50 |
Ratio Avg Win / Avg Loss | 1.5953 | 2.2275 | 1.1578 | 1.2278 | 2.9292 | 0.5684 |
Largest Winning Trade | 79445 | 79445 | 46558 | 193316 | 193316 | 65603 |
Largest Losing Trade | -71038 | -20169 | -71038 | -306903 | -39080 | -306903 |
Avg Bars in Trades | 134 | 121 | 147 | 134 | 121 | 147 |
Avg Bars in Winners | 169 | 145 | 190 | 169 | 145 | 190 |
Avg Bars in Losers | 102 | 101 | 103 | 102 | 101 | 103 |
Bars Traded | 24704 | 11164 | 13540 | 24704 | 11164 | 13540 |
Profit Streak | 6.1851 | 0 | 10.1226 | 6.1851 | 0 | 10.1226 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320418 | 211526 | -289155 | -124922 | 361940 | -580994 |
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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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