Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 393460.392 | 370097.5719 | 23362.8201 | 249137.7813 | 381525.6102 | -132387.829 |
Total P&L (%) | 393.4604 | 370.0976 | 23.3628 | 249.1378 | 381.5256 | -132.3878 |
Avg Daily Profit (%) | 0.2787 | 0.2621 | 0.0165 | 0.0886 | 0.1114 | 0 |
Buy And Hold Return (%) | 77.5812 | 77.5812 | 77.5812 | 77.5812 | 77.5812 | 77.5812 |
Max Trade Drawdown | -141167 | -133202 | -98742 | -661440 | -459012 | -406266 |
Profit Factor | 1.4612 | 1.8495 | 1.056 | 1.0842 | 1.2505 | 0.9077 |
Total Trades | 235 | 118 | 117 | 235 | 118 | 117 |
Winning Trades | 117 | 57 | 60 | 117 | 57 | 60 |
Losing Trades | 118 | 61 | 57 | 118 | 61 | 57 |
Profitability (%) | 49.7872 | 48.3051 | 51.2821 | 49.7872 | 48.3051 | 51.2821 |
Ratio Avg Win / Avg Loss | 1.4737 | 1.9793 | 1.0032 | 1.0935 | 1.3382 | 0.8623 |
Largest Winning Trade | 151230 | 151230 | 56499 | 358974 | 358974 | 166067 |
Largest Losing Trade | -32525 | -28605 | -32525 | -169645 | -169645 | -165828 |
Avg Bars in Trades | 34 | 32 | 37 | 34 | 32 | 37 |
Avg Bars in Winners | 42 | 41 | 43 | 42 | 41 | 43 |
Avg Bars in Losers | 26 | 23 | 29 | 26 | 23 | 29 |
Bars Traded | 8110 | 3781 | 4329 | 8110 | 3781 | 4329 |
Profit Streak | 0 | 0 | 493.9408 | 0 | 0 | 493.9408 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332068 | 332096 | -494222 | -204325 | -46808 | -579518 |
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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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