Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 307253.5627 | 253601.6712 | 53651.8915 | 699180.6695 | 944247.7761 | -245067.1066 |
Total P&L (%) | 307.2536 | 253.6017 | 53.6519 | 699.1807 | 944.2478 | -245.0671 |
Avg Daily Profit (%) | 0.295 | 0.2435 | 0.0515 | 0.1997 | 0.2255 | 0 |
Buy And Hold Return (%) | 140.2264 | 140.2264 | 140.2264 | 140.2264 | 140.2264 | 140.2264 |
Max Trade Drawdown | -91745 | -66653 | -63137 | -1404485 | -855740 | -1109551 |
Profit Factor | 1.4815 | 1.8136 | 1.1644 | 1.1112 | 1.318 | 0.9261 |
Total Trades | 274 | 137 | 137 | 274 | 137 | 137 |
Winning Trades | 131 | 63 | 68 | 131 | 63 | 68 |
Losing Trades | 143 | 74 | 69 | 143 | 74 | 69 |
Profitability (%) | 47.8102 | 45.9854 | 49.635 | 47.8102 | 45.9854 | 49.635 |
Ratio Avg Win / Avg Loss | 1.6172 | 2.1302 | 1.1815 | 1.213 | 1.5481 | 0.9397 |
Largest Winning Trade | 62855 | 62855 | 29015 | 323672 | 264484 | 323672 |
Largest Losing Trade | -28584 | -15622 | -28584 | -580114 | -203591 | -580114 |
Avg Bars in Trades | 90 | 87 | 92 | 90 | 87 | 92 |
Avg Bars in Winners | 111 | 108 | 114 | 111 | 108 | 114 |
Avg Bars in Losers | 70 | 69 | 71 | 70 | 69 | 71 |
Bars Traded | 24714 | 11997 | 12717 | 24714 | 11997 | 12717 |
Profit Streak | 0 | 24.8134 | 0 | 0 | 24.8134 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 205338 | 107272 | -329959 | -90918 | 327420 | -581110 |
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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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