Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 103440.3442 | 331308.2641 | -227867.9199 | -72714.2053 | 110636.4347 | -183350.64 |
Total P&L (%) | 103.4403 | 331.3083 | -227.8679 | -72.7142 | 110.6364 | -183.3506 |
Avg Daily Profit (%) | 0.0558 | 0.1788 | -0.123 | -0.0701 | 0.0402 | 0 |
Buy And Hold Return (%) | 65.082 | 65.082 | 65.082 | 65.082 | 65.082 | 65.082 |
Max Trade Drawdown | -305732 | -85887 | -349275 | -403028 | -142534 | -377918 |
Profit Factor | 1.0578 | 1.4594 | 0.7869 | 0.9419 | 1.2147 | 0.7508 |
Total Trades | 325 | 163 | 162 | 325 | 163 | 162 |
Winning Trades | 195 | 96 | 99 | 159 | 84 | 75 |
Losing Trades | 130 | 67 | 63 | 166 | 79 | 87 |
Profitability (%) | 60 | 58.8957 | 61.1111 | 48.9231 | 51.5337 | 46.2963 |
Ratio Avg Win / Avg Loss | 0.7052 | 1.0185 | 0.5008 | 0.9833 | 1.1424 | 0.8709 |
Largest Winning Trade | 44206 | 44206 | 34073 | 79067 | 60900 | 79067 |
Largest Losing Trade | -193708 | -69432 | -193708 | -220374 | -67836 | -220374 |
Avg Bars in Trades | 68 | 72 | 63 | 68 | 72 | 63 |
Avg Bars in Winners | 47 | 47 | 47 | 70 | 77 | 62 |
Avg Bars in Losers | 98 | 107 | 89 | 65 | 66 | 64 |
Bars Traded | 22109 | 11782 | 10327 | 22109 | 11782 | 10327 |
Profit Streak | 0 | 0 | 15.1905 | 0 | 0 | 15.1905 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -283656 | 312343 | -578459 | -579497 | -148026 | -581340 |
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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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