Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 230626.4867 | 193036.5575 | 37589.9292 | 89016.0423 | 250854.747 | -161838.7047 |
Total P&L (%) | 230.6265 | 193.0366 | 37.5899 | 89.016 | 250.8547 | -161.8387 |
Avg Daily Profit (%) | 0.1879 | 0.1573 | 0.0306 | 0.0519 | 0.1023 | 0 |
Buy And Hold Return (%) | 38.9038 | 38.9038 | 38.9038 | 38.9038 | 38.9038 | 38.9038 |
Max Trade Drawdown | -159915 | -83577 | -112165 | -559236 | -311828 | -361040 |
Profit Factor | 1.3537 | 1.4867 | 1.1472 | 1.0602 | 1.3022 | 0.7507 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Losing Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Profitability (%) | 53.5948 | 53.9474 | 53.2468 | 53.5948 | 53.9474 | 53.2468 |
Ratio Avg Win / Avg Loss | 1.1721 | 1.2691 | 1.0073 | 0.918 | 1.1116 | 0.6592 |
Largest Winning Trade | 70733 | 70733 | 32100 | 138824 | 138824 | 50738 |
Largest Losing Trade | -53773 | -53773 | -32433 | -158276 | -158276 | -151885 |
Avg Bars in Trades | 22 | 38 | 7 | 22 | 38 | 7 |
Avg Bars in Winners | 16 | 24 | 8 | 16 | 24 | 8 |
Avg Bars in Losers | 30 | 54 | 6 | 30 | 54 | 6 |
Bars Traded | 3484 | 2913 | 571 | 3484 | 2913 | 571 |
Profit Streak | 26.18 | 26.18 | 28.5134 | 26.18 | 26.18 | 28.5134 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368095 | -41291 | -416658 | -281587 | -105050 | -621029 |
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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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