Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 275571.2931 | 254183.5685 | 21387.7245 | -107471.2507 | 8017.8748 | -115489.1256 |
Total P&L (%) | 275.5713 | 254.1836 | 21.3877 | -107.4713 | 8.0179 | -115.4891 |
Avg Daily Profit (%) | 0.2646 | 0.244 | 0.0205 | 0 | 0.0074 | 0 |
Buy And Hold Return (%) | 58.8601 | 58.8601 | 58.8601 | 58.8601 | 58.8601 | 58.8601 |
Max Trade Drawdown | -140000 | -67823 | -193477 | -163650 | -47294 | -168152 |
Profit Factor | 1.2752 | 1.5913 | 1.0374 | 0.7553 | 1.0502 | 0.5869 |
Total Trades | 275 | 137 | 138 | 275 | 137 | 138 |
Winning Trades | 143 | 71 | 72 | 141 | 67 | 74 |
Losing Trades | 132 | 66 | 66 | 134 | 70 | 64 |
Profitability (%) | 52 | 51.8248 | 52.1739 | 51.2727 | 48.9051 | 53.6232 |
Ratio Avg Win / Avg Loss | 1.1771 | 1.4792 | 0.951 | 0.7178 | 1.0972 | 0.5076 |
Largest Winning Trade | 53763 | 53763 | 31296 | 13021 | 13021 | 11701 |
Largest Losing Trade | -100817 | -23860 | -100817 | -92290 | -14004 | -92290 |
Avg Bars in Trades | 89 | 86 | 93 | 89 | 86 | 93 |
Avg Bars in Winners | 83 | 88 | 78 | 81 | 86 | 76 |
Avg Bars in Losers | 96 | 84 | 109 | 98 | 87 | 112 |
Bars Traded | 24707 | 11866 | 12841 | 24707 | 11866 | 12841 |
Profit Streak | 19.2456 | 20.3706 | 19.2456 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349440 | 325034 | -511064 | -579174 | -514634 | -580496 |
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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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