Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 250621.1376 | 302510.8785 | -51889.7409 | -40518.9232 | 271911.2109 | -312430.1341 |
Total P&L (%) | 250.6211 | 302.5109 | -51.8897 | -40.5189 | 271.9112 | -312.4301 |
Avg Daily Profit (%) | 0.1355 | 0.1635 | -0.028 | -0.0281 | 0.071 | 0 |
Buy And Hold Return (%) | 48.3205 | 48.3205 | 48.3205 | 48.3205 | 48.3205 | 48.3205 |
Max Trade Drawdown | -171951 | -160294 | -125334 | -732675 | -442490 | -655123 |
Profit Factor | 1.2133 | 1.5618 | 0.9185 | 0.9847 | 1.2479 | 0.7989 |
Total Trades | 279 | 140 | 139 | 279 | 140 | 139 |
Winning Trades | 137 | 66 | 71 | 137 | 66 | 71 |
Losing Trades | 142 | 74 | 68 | 142 | 74 | 68 |
Profitability (%) | 49.1039 | 47.1429 | 51.0791 | 49.1039 | 47.1429 | 51.0791 |
Ratio Avg Win / Avg Loss | 1.2576 | 1.7511 | 0.8796 | 1.0206 | 1.3991 | 0.7651 |
Largest Winning Trade | 183406 | 183406 | 58908 | 232477 | 209687 | 232477 |
Largest Losing Trade | -36292 | -23318 | -36292 | -146922 | -78545 | -146922 |
Avg Bars in Trades | 19 | 16 | 21 | 19 | 16 | 21 |
Avg Bars in Winners | 23 | 19 | 27 | 23 | 19 | 27 |
Avg Bars in Losers | 15 | 14 | 15 | 15 | 14 | 15 |
Bars Traded | 5389 | 2364 | 3025 | 5389 | 2364 | 3025 |
Profit Streak | 0 | 0 | 35.7099 | 0 | 0 | 35.7099 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -12444 | 309398 | -579010 | -577722 | -100274 | -579010 |
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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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