Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 339725.2065 | 328913.6048 | 10811.6017 | 144724.575 | 253835.7831 | -109111.2082 |
Total P&L (%) | 339.7252 | 328.9136 | 10.8116 | 144.7246 | 253.8358 | -109.1112 |
Avg Daily Profit (%) | 0.1585 | 0.1534 | 0.005 | 0.0418 | 0.059 | 0 |
Buy And Hold Return (%) | 62.6523 | 62.6523 | 62.6523 | 62.6523 | 62.6523 | 62.6523 |
Max Trade Drawdown | -113710 | -113449 | -129027 | -176084 | -74864 | -174376 |
Profit Factor | 1.7216 | 2.5403 | 1.042 | 1.249 | 2.1935 | 0.7039 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 52.9412 | 54.902 | 50.9804 | 52.9412 | 54.902 | 50.9804 |
Ratio Avg Win / Avg Loss | 1.5303 | 2.0866 | 1.0019 | 1.1102 | 1.8018 | 0.6769 |
Largest Winning Trade | 157309 | 157309 | 37011 | 125979 | 125979 | 33541 |
Largest Losing Trade | -63746 | -50117 | -63746 | -74864 | -74864 | -70790 |
Avg Bars in Trades | 79 | 116 | 42 | 79 | 116 | 42 |
Avg Bars in Winners | 93 | 131 | 53 | 93 | 131 | 53 |
Avg Bars in Losers | 62 | 97 | 30 | 62 | 97 | 30 |
Bars Traded | 8075 | 5923 | 2152 | 8075 | 5923 | 2152 |
Profit Streak | 23.9553 | 30.2053 | 23.9553 | 23.9553 | 30.2053 | 23.9553 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401810 | -167980 | -705540 | -140491 | -291060 | -760161 |
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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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