Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 282516.1637 | 259746.2394 | 22769.9243 | 68512.7354 | 262123.9822 | -193611.2469 |
Total P&L (%) | 282.5162 | 259.7462 | 22.7699 | 68.5127 | 262.124 | -193.6112 |
Avg Daily Profit (%) | 0.2328 | 0.2141 | 0.0188 | 0.043 | 0.1061 | 0 |
Buy And Hold Return (%) | 21.981 | 21.981 | 21.981 | 21.981 | 21.981 | 21.981 |
Max Trade Drawdown | -128170 | -126071 | -93328 | -451873 | -303152 | -304707 |
Profit Factor | 1.3586 | 1.7084 | 1.0541 | 1.0401 | 1.3485 | 0.7979 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Losing Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Profitability (%) | 54.7945 | 54.7945 | 54.7945 | 54.7945 | 54.7945 | 54.7945 |
Ratio Avg Win / Avg Loss | 1.1209 | 1.4095 | 0.8696 | 0.8581 | 1.1125 | 0.6583 |
Largest Winning Trade | 124293 | 124293 | 27498 | 146077 | 146077 | 55456 |
Largest Losing Trade | -46343 | -32317 | -46343 | -138240 | -138240 | -113189 |
Avg Bars in Trades | 24 | 24 | 24 | 24 | 24 | 24 |
Avg Bars in Winners | 24 | 24 | 24 | 24 | 24 | 24 |
Avg Bars in Losers | 24 | 24 | 24 | 24 | 24 | 24 |
Bars Traded | 3515 | 1761 | 1754 | 3515 | 1761 | 1754 |
Profit Streak | 18.8395 | 26.8395 | 18.8395 | 18.8395 | 26.8395 | 18.8395 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 385018 | -60371 | -555339 | -314230 | -121181 | -650998 |
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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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