Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 324706.6581 | 327341.9378 | -2635.2798 | 83845.1605 | 312644.6509 | -228799.4904 |
Total P&L (%) | 324.7067 | 327.3419 | -2.6353 | 83.8452 | 312.6447 | -228.7995 |
Avg Daily Profit (%) | 0.23 | 0.2319 | -0.0019 | 0.0431 | 0.1004 | 0 |
Buy And Hold Return (%) | 57.1612 | 57.1612 | 57.1612 | 57.1612 | 57.1612 | 57.1612 |
Max Trade Drawdown | -189608 | -136742 | -94454 | -405005 | -169227 | -311706 |
Profit Factor | 1.3078 | 1.6306 | 0.9951 | 1.0562 | 1.4676 | 0.7224 |
Total Trades | 305 | 153 | 152 | 305 | 153 | 152 |
Winning Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Losing Trades | 140 | 71 | 69 | 140 | 71 | 69 |
Profitability (%) | 54.0984 | 53.5948 | 54.6053 | 54.0984 | 53.5948 | 54.6053 |
Ratio Avg Win / Avg Loss | 1.1096 | 1.4118 | 0.8272 | 0.8961 | 1.2708 | 0.6006 |
Largest Winning Trade | 99994 | 99994 | 65620 | 189466 | 189466 | 52225 |
Largest Losing Trade | -35559 | -31533 | -35559 | -119959 | -56436 | -119959 |
Avg Bars in Trades | 26 | 24 | 29 | 26 | 24 | 29 |
Avg Bars in Winners | 30 | 23 | 38 | 30 | 23 | 38 |
Avg Bars in Losers | 22 | 26 | 19 | 22 | 26 | 19 |
Bars Traded | 8231 | 3751 | 4480 | 8231 | 3751 | 4480 |
Profit Streak | 0 | 0 | 494.0032 | 0 | 0 | 494.0032 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343194 | 360383 | -578325 | -313839 | -57800 | -578325 |
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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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