Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 428502.0145 | 377391.7517 | 51110.2628 | 321032.5124 | 378534.4482 | -57501.9358 |
Total P&L (%) | 428.502 | 377.3918 | 51.1103 | 321.0325 | 378.5344 | -57.5019 |
Avg Daily Profit (%) | 0.4114 | 0.3623 | 0.0491 | 0.1381 | 0.1504 | -0.0821 |
Buy And Hold Return (%) | 25.1407 | 25.1407 | 25.1407 | 25.1407 | 25.1407 | 25.1407 |
Max Trade Drawdown | -122273 | -95827 | -57038 | -1105028 | -822231 | -411264 |
Profit Factor | 1.7187 | 1.9452 | 1.2595 | 1.1104 | 1.2015 | 0.9442 |
Total Trades | 251 | 125 | 126 | 251 | 125 | 126 |
Winning Trades | 90 | 34 | 56 | 90 | 34 | 56 |
Losing Trades | 161 | 91 | 70 | 161 | 91 | 70 |
Profitability (%) | 35.8566 | 27.2 | 44.4444 | 35.8566 | 27.2 | 44.4444 |
Ratio Avg Win / Avg Loss | 3.0746 | 5.2062 | 1.5744 | 1.9863 | 3.2157 | 1.1802 |
Largest Winning Trade | 307476 | 307476 | 23514 | 622714 | 622714 | 95905 |
Largest Losing Trade | -24327 | -24327 | -12716 | -205194 | -205194 | -116812 |
Avg Bars in Trades | 97 | 170 | 24 | 97 | 170 | 24 |
Avg Bars in Winners | 191 | 451 | 32 | 191 | 451 | 32 |
Avg Bars in Losers | 45 | 65 | 18 | 45 | 65 | 18 |
Bars Traded | 24454 | 21321 | 3133 | 24454 | 21321 | 3133 |
Profit Streak | 18.9733 | 0 | 24.89 | 18.9733 | 0 | 24.89 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326084 | -7638 | -133744 | -110306 | -12550 | -579749 |
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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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