Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 387985.4975 | 554477.0269 | -166491.5294 | -112869.3749 | 555030.9749 | -667900.3498 |
Total P&L (%) | 387.9855 | 554.477 | -166.4915 | -112.8694 | 555.031 | -667.9004 |
Avg Daily Profit (%) | 0.1719 | 0.2456 | -0.0738 | 0 | 0.0833 | 0 |
Buy And Hold Return (%) | 101.2232 | 101.2232 | 101.2232 | 101.2232 | 101.2232 | 101.2232 |
Max Trade Drawdown | -354274 | -67126 | -501440 | -706036 | -38404 | -826704 |
Profit Factor | 1.2154 | 2.0101 | 0.867 | 0.9173 | 3.4464 | 0.4134 |
Total Trades | 277 | 138 | 139 | 277 | 138 | 139 |
Winning Trades | 169 | 87 | 82 | 129 | 68 | 61 |
Losing Trades | 108 | 51 | 57 | 148 | 70 | 78 |
Profitability (%) | 61.0108 | 63.0435 | 58.9928 | 46.5704 | 49.2754 | 43.8849 |
Ratio Avg Win / Avg Loss | 0.7767 | 1.1783 | 0.6027 | 1.0524 | 3.5478 | 0.5286 |
Largest Winning Trade | 70464 | 70464 | 45861 | 123462 | 123462 | 55502 |
Largest Losing Trade | -287441 | -43459 | -287441 | -389024 | -31177 | -389024 |
Avg Bars in Trades | 24 | 19 | 28 | 24 | 19 | 28 |
Avg Bars in Winners | 21 | 15 | 28 | 25 | 23 | 26 |
Avg Bars in Losers | 28 | 26 | 29 | 23 | 15 | 30 |
Bars Traded | 6706 | 2677 | 4028 | 6706 | 2677 | 4028 |
Profit Streak | 11.1535 | 0 | 13.8201 | 0 | 54.4868 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 241297 | 428459 | -578921 | -578718 | -74955 | -583064 |
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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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