Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 363585.0534 | 355440.9516 | 8144.1018 | 36165.7951 | 274160.6619 | -237994.8668 |
Total P&L (%) | 363.5851 | 355.441 | 8.1441 | 36.1658 | 274.1607 | -237.9949 |
Avg Daily Profit (%) | 0.1931 | 0.1888 | 0.0043 | 0.0164 | 0.0701 | 0 |
Buy And Hold Return (%) | 16.7661 | 16.7661 | 16.7661 | 16.7661 | 16.7661 | 16.7661 |
Max Trade Drawdown | -224787 | -102760 | -166376 | -242467 | -52095 | -252875 |
Profit Factor | 1.5547 | 2.1061 | 1.0244 | 1.0664 | 2.7232 | 0.3826 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Losing Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Profitability (%) | 52.809 | 56.8182 | 48.8889 | 52.809 | 56.8182 | 48.8889 |
Ratio Avg Win / Avg Loss | 1.3893 | 1.6006 | 1.0709 | 0.953 | 2.0697 | 0.4 |
Largest Winning Trade | 157553 | 157553 | 56741 | 153991 | 153991 | 53568 |
Largest Losing Trade | -59436 | -50722 | -59436 | -76129 | -36611 | -76129 |
Avg Bars in Trades | 78 | 83 | 73 | 78 | 83 | 73 |
Avg Bars in Winners | 72 | 67 | 79 | 72 | 67 | 79 |
Avg Bars in Losers | 84 | 104 | 68 | 84 | 104 | 68 |
Bars Traded | 6976 | 3656 | 3319 | 6976 | 3656 | 3319 |
Profit Streak | 100.0393 | 101.5393 | 100.0393 | 100.0393 | 101.5393 | 100.0393 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 387454 | 469178 | -546334 | -324365 | -92640 | -580583 |
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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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