Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 562909.4182 | 680910.8084 | -118001.3902 | -77594.9804 | 156356.1257 | -233951.1061 |
Total P&L (%) | 562.9094 | 680.9108 | -118.0014 | -77.595 | 156.3561 | -233.9511 |
Avg Daily Profit (%) | 0.3052 | 0.3692 | -0.064 | -0.0811 | 0.0511 | 0 |
Buy And Hold Return (%) | 111.542 | 111.542 | 111.542 | 111.542 | 111.542 | 111.542 |
Max Trade Drawdown | -180500 | -134091 | -142104 | -560682 | -352828 | -246770 |
Profit Factor | 1.4348 | 2.0367 | 0.815 | 0.9584 | 1.1527 | 0.7226 |
Total Trades | 311 | 156 | 155 | 311 | 156 | 155 |
Winning Trades | 141 | 66 | 75 | 141 | 66 | 75 |
Losing Trades | 170 | 90 | 80 | 170 | 90 | 80 |
Profitability (%) | 45.3376 | 42.3077 | 48.3871 | 45.3376 | 42.3077 | 48.3871 |
Ratio Avg Win / Avg Loss | 1.7299 | 2.7773 | 0.8693 | 1.1556 | 1.5719 | 0.7708 |
Largest Winning Trade | 706275 | 706275 | 43688 | 454281 | 454281 | 83907 |
Largest Losing Trade | -39518 | -29548 | -39518 | -135992 | -135992 | -75736 |
Avg Bars in Trades | 69 | 66 | 72 | 69 | 66 | 72 |
Avg Bars in Winners | 84 | 83 | 85 | 84 | 83 | 85 |
Avg Bars in Losers | 57 | 53 | 60 | 57 | 53 | 60 |
Bars Traded | 21667 | 10367 | 11300 | 21667 | 10367 | 11300 |
Profit Streak | 19.8698 | 19.8698 | 44.1198 | 19.8698 | 19.8698 | 44.1198 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379149 | 381044 | -579652 | -578233 | -219097 | -579652 |
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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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