Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 461853.4443 | 539637.584 | -77784.1397 | -36086.5862 | 101638.2683 | -137724.8545 |
Total P&L (%) | 461.8534 | 539.6376 | -77.7841 | -36.0866 | 101.6383 | -137.7249 |
Avg Daily Profit (%) | 0.25 | 0.2922 | -0.0421 | -0.0242 | 0.038 | 0 |
Buy And Hold Return (%) | 124.8601 | 124.8601 | 124.8601 | 124.8601 | 124.8601 | 124.8601 |
Max Trade Drawdown | -237608 | -156336 | -148556 | -446509 | -339852 | -157940 |
Profit Factor | 1.5704 | 2.41 | 0.8178 | 0.9625 | 1.1957 | 0.6887 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Losing Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Profitability (%) | 48.1752 | 49.2754 | 47.0588 | 48.1752 | 49.2754 | 47.0588 |
Ratio Avg Win / Avg Loss | 1.6893 | 2.4808 | 0.9201 | 1.0354 | 1.2309 | 0.7748 |
Largest Winning Trade | 503866 | 503866 | 57990 | 301744 | 301744 | 60727 |
Largest Losing Trade | -52799 | -36749 | -52799 | -157879 | -157879 | -85350 |
Avg Bars in Trades | 155 | 149 | 160 | 155 | 149 | 160 |
Avg Bars in Winners | 201 | 192 | 210 | 201 | 192 | 210 |
Avg Bars in Losers | 112 | 106 | 117 | 112 | 106 | 117 |
Bars Traded | 21238 | 10293 | 10945 | 21238 | 10293 | 10945 |
Profit Streak | 58.0949 | 104.7616 | 58.0949 | 58.0949 | 104.7616 | 58.0949 |
Trades During Streak | 5 | 6 | 2 | 5 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344737 | -89289 | -690400 | -577941 | -413966 | -690400 |
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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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