Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 210618.079 | 178814.9046 | 31803.1744 | -72027.157 | 1425.4444 | -73452.6014 |
Total P&L (%) | 210.6181 | 178.8149 | 31.8032 | -72.0272 | 1.4254 | -73.4526 |
Avg Daily Profit (%) | 0.2022 | 0.1717 | 0.0305 | -0.1222 | 0.0014 | -0.1272 |
Buy And Hold Return (%) | 19.4079 | 19.4079 | 19.4079 | 19.4079 | 19.4079 | 19.4079 |
Max Trade Drawdown | -109852 | -72344 | -100186 | -109350 | -47794 | -110316 |
Profit Factor | 1.3095 | 1.5558 | 1.0886 | 0.7965 | 1.0099 | 0.6513 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 122 | 59 | 63 | 122 | 59 | 63 |
Losing Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Profitability (%) | 64.8936 | 62.766 | 67.0213 | 64.8936 | 62.766 | 67.0213 |
Ratio Avg Win / Avg Loss | 0.7084 | 0.9229 | 0.5357 | 0.4309 | 0.5991 | 0.3205 |
Largest Winning Trade | 28826 | 28826 | 16605 | 11472 | 11472 | 11242 |
Largest Losing Trade | -95151 | -40999 | -95151 | -109350 | -31028 | -109350 |
Avg Bars in Trades | 130 | 140 | 119 | 130 | 140 | 119 |
Avg Bars in Winners | 84 | 81 | 88 | 84 | 81 | 88 |
Avg Bars in Losers | 214 | 240 | 184 | 214 | 240 | 184 |
Bars Traded | 24497 | 13220 | 11278 | 24497 | 13220 | 11278 |
Profit Streak | 0 | 0 | 48.1927 | 0 | 0 | 48.1927 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325079 | 313594 | -282435 | -577862 | -566670 | -577110 |
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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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