Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 343755.2241 | 276015.7282 | 67739.4959 | 127817.3786 | 228366.6443 | -100549.2657 |
Total P&L (%) | 343.7552 | 276.0157 | 67.7395 | 127.8174 | 228.3666 | -100.5493 |
Avg Daily Profit (%) | 0.276 | 0.2216 | 0.0544 | 0.0661 | 0.0955 | 0 |
Buy And Hold Return (%) | 37.1512 | 37.1512 | 37.1512 | 37.1512 | 37.1512 | 37.1512 |
Max Trade Drawdown | -95127 | -53085 | -97777 | -160065 | -99592 | -197020 |
Profit Factor | 1.5443 | 2.1582 | 1.1723 | 1.1578 | 1.8376 | 0.8129 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 114 | 55 | 59 | 114 | 55 | 59 |
Losing Trades | 62 | 33 | 29 | 62 | 33 | 29 |
Profitability (%) | 64.7727 | 62.5 | 67.0455 | 64.7727 | 62.5 | 67.0455 |
Ratio Avg Win / Avg Loss | 0.8399 | 1.2949 | 0.5762 | 0.6297 | 1.1026 | 0.3996 |
Largest Winning Trade | 31850 | 31850 | 26510 | 35660 | 35660 | 34447 |
Largest Losing Trade | -86850 | -39632 | -86850 | -157629 | -77028 | -157629 |
Avg Bars in Trades | 40 | 44 | 36 | 40 | 44 | 36 |
Avg Bars in Winners | 28 | 33 | 23 | 28 | 33 | 23 |
Avg Bars in Losers | 62 | 63 | 61 | 62 | 63 | 61 |
Bars Traded | 7092 | 3920 | 3172 | 7092 | 3920 | 3172 |
Profit Streak | 4.0929 | 5.2596 | 0 | 4.0929 | 5.2596 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 391827 | 471277 | -158896 | -153288 | -61367 | -578609 |
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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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