Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 229977.7578 | 231355.2652 | -1377.5074 | 35768.7245 | 59473.2315 | -23704.5071 |
Total P&L (%) | 229.9778 | 231.3553 | -1.3775 | 35.7687 | 59.4732 | -23.7045 |
Avg Daily Profit (%) | 0.2208 | 0.2221 | -0.0013 | 0.0294 | 0.0448 | -0.026 |
Buy And Hold Return (%) | 38.5366 | 38.5366 | 38.5366 | 38.5366 | 38.5366 | 38.5366 |
Max Trade Drawdown | -147101 | -132751 | -21556 | -619279 | -565660 | -68763 |
Profit Factor | 1.5042 | 1.6186 | 0.9832 | 1.0217 | 1.0437 | 0.9176 |
Total Trades | 187 | 93 | 94 | 187 | 93 | 94 |
Winning Trades | 85 | 34 | 51 | 85 | 34 | 51 |
Losing Trades | 102 | 59 | 43 | 102 | 59 | 43 |
Profitability (%) | 45.4545 | 36.5591 | 54.2553 | 45.4545 | 36.5591 | 54.2553 |
Ratio Avg Win / Avg Loss | 1.805 | 2.8087 | 0.829 | 1.226 | 1.8111 | 0.7736 |
Largest Winning Trade | 160873 | 160873 | 10552 | 410694 | 410694 | 44219 |
Largest Losing Trade | -29571 | -29571 | -6908 | -214768 | -214768 | -29242 |
Avg Bars in Trades | 127 | 249 | 7 | 127 | 249 | 7 |
Avg Bars in Winners | 169 | 411 | 8 | 169 | 411 | 8 |
Avg Bars in Losers | 92 | 156 | 6 | 92 | 156 | 6 |
Bars Traded | 23902 | 23199 | 703 | 23902 | 23199 | 703 |
Profit Streak | 0 | 81.2463 | 0 | 0 | 81.2463 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315531 | 188459 | -580251 | -516886 | -319310 | -580251 |
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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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