Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 452369.6383 | 437622.6693 | 14746.969 | 191639.5525 | 369568.7708 | -177929.2183 |
Total P&L (%) | 452.3696 | 437.6227 | 14.747 | 191.6396 | 369.5688 | -177.9292 |
Avg Daily Profit (%) | 0.3204 | 0.3099 | 0.0104 | 0.0758 | 0.1096 | 0 |
Buy And Hold Return (%) | 87.1905 | 87.1905 | 87.1905 | 87.1905 | 87.1905 | 87.1905 |
Max Trade Drawdown | -157262 | -74956 | -115075 | -503287 | -287129 | -379962 |
Profit Factor | 1.4571 | 1.8903 | 1.0296 | 1.1225 | 1.4489 | 0.76 |
Total Trades | 221 | 111 | 110 | 221 | 111 | 110 |
Winning Trades | 112 | 52 | 60 | 112 | 52 | 60 |
Losing Trades | 109 | 59 | 50 | 109 | 59 | 50 |
Profitability (%) | 50.6787 | 46.8468 | 54.5455 | 50.6787 | 46.8468 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.4181 | 2.1448 | 0.858 | 1.0924 | 1.6439 | 0.6333 |
Largest Winning Trade | 158384 | 158384 | 45263 | 265463 | 265463 | 57460 |
Largest Losing Trade | -36992 | -35386 | -36992 | -185627 | -185627 | -157310 |
Avg Bars in Trades | 18 | 21 | 15 | 18 | 21 | 15 |
Avg Bars in Winners | 24 | 28 | 20 | 24 | 28 | 20 |
Avg Bars in Losers | 12 | 14 | 9 | 12 | 14 | 9 |
Bars Traded | 4074 | 2344 | 1731 | 4074 | 2344 | 1731 |
Profit Streak | 0 | 0 | 548.4519 | 0 | 0 | 548.4519 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360310 | 346370 | -532326 | -181549 | -47791 | -578820 |
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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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