Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 284658.3422 | 307813.8348 | -23155.4927 | -50265.5587 | 198852.8329 | -249118.3916 |
Total P&L (%) | 284.6583 | 307.8138 | -23.1555 | -50.2656 | 198.8528 | -249.1184 |
Avg Daily Profit (%) | 0.2016 | 0.218 | -0.0164 | -0.0495 | 0.0776 | 0 |
Buy And Hold Return (%) | 71.2248 | 71.2248 | 71.2248 | 71.2248 | 71.2248 | 71.2248 |
Max Trade Drawdown | -244772 | -97109 | -223110 | -372956 | -178751 | -335491 |
Profit Factor | 1.225 | 1.5848 | 0.9686 | 0.9778 | 1.2043 | 0.8063 |
Total Trades | 255 | 128 | 127 | 255 | 128 | 127 |
Winning Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Losing Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Profitability (%) | 49.0196 | 49.2188 | 48.8189 | 49.0196 | 49.2188 | 48.8189 |
Ratio Avg Win / Avg Loss | 1.2741 | 1.6351 | 1.0155 | 1.0169 | 1.2426 | 0.8453 |
Largest Winning Trade | 78526 | 78526 | 37588 | 100482 | 100482 | 72511 |
Largest Losing Trade | -77514 | -51976 | -77514 | -169750 | -169750 | -132279 |
Avg Bars in Trades | 16 | 14 | 17 | 16 | 14 | 17 |
Avg Bars in Winners | 18 | 14 | 21 | 18 | 14 | 21 |
Avg Bars in Losers | 14 | 14 | 13 | 14 | 14 | 13 |
Bars Traded | 4105 | 1850 | 2255 | 4105 | 1850 | 2255 |
Profit Streak | 0 | 0 | 507.338 | 0 | 0 | 507.338 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 225576 | 307201 | -578174 | -577880 | -93425 | -579840 |
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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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