Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 265255.832 | 266734.8095 | -1478.9775 | 15262.8114 | 170718.2281 | -155455.4167 |
Total P&L (%) | 265.2558 | 266.7348 | -1.479 | 15.2628 | 170.7182 | -155.4554 |
Avg Daily Profit (%) | 0.2189 | 0.2202 | -0.0012 | 0.0117 | 0.0822 | 0 |
Buy And Hold Return (%) | 25.4383 | 25.4383 | 25.4383 | 25.4383 | 25.4383 | 25.4383 |
Max Trade Drawdown | -168691 | -109953 | -128874 | -568719 | -338822 | -314975 |
Profit Factor | 1.3091 | 1.6368 | 0.9966 | 1.0093 | 1.2051 | 0.808 |
Total Trades | 263 | 132 | 131 | 263 | 132 | 131 |
Winning Trades | 121 | 59 | 62 | 121 | 59 | 62 |
Losing Trades | 142 | 73 | 69 | 142 | 73 | 69 |
Profitability (%) | 46.0076 | 44.697 | 47.3282 | 46.0076 | 44.697 | 47.3282 |
Ratio Avg Win / Avg Loss | 1.5362 | 2.0252 | 1.1092 | 1.1845 | 1.4911 | 0.8992 |
Largest Winning Trade | 190467 | 190467 | 26592 | 396535 | 396535 | 57017 |
Largest Losing Trade | -35645 | -24378 | -35645 | -137361 | -65839 | -137361 |
Avg Bars in Trades | 18 | 18 | 17 | 18 | 18 | 17 |
Avg Bars in Winners | 21 | 21 | 22 | 21 | 21 | 22 |
Avg Bars in Losers | 14 | 16 | 12 | 14 | 16 | 12 |
Bars Traded | 4739 | 2454 | 2285 | 4739 | 2454 | 2285 |
Profit Streak | 0 | 0 | 18.0734 | 0 | 0 | 18.0734 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328836 | 320548 | -579514 | -553151 | -85832 | -581181 |
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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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