Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 863187.1021 | 899600.9463 | -36413.8443 | 135603.3281 | 61407.19 | 74196.1381 |
Total P&L (%) | 863.1871 | 899.6009 | -36.4138 | 135.6033 | 61.4072 | 74.1961 |
Avg Daily Profit (%) | 0.4591 | 0.4784 | -0.0194 | 0.0456 | 0.0255 | 0.0295 |
Buy And Hold Return (%) | 302.5 | 302.5 | 302.5 | 302.5 | 302.5 | 302.5 |
Max Trade Drawdown | -161316 | -107896 | -248533 | -123570 | -102288 | -96804 |
Profit Factor | 1.7833 | 2.8198 | 0.9401 | 1.1603 | 1.1486 | 1.1716 |
Total Trades | 203 | 101 | 102 | 203 | 101 | 102 |
Winning Trades | 88 | 35 | 53 | 88 | 35 | 53 |
Losing Trades | 115 | 66 | 49 | 115 | 66 | 49 |
Profitability (%) | 43.3498 | 34.6535 | 51.9608 | 43.3498 | 34.6535 | 51.9608 |
Ratio Avg Win / Avg Loss | 2.3304 | 5.3173 | 0.8691 | 1.5164 | 2.1658 | 1.0832 |
Largest Winning Trade | 547455 | 547455 | 50863 | 120610 | 120610 | 46406 |
Largest Losing Trade | -56153 | -23736 | -56153 | -66394 | -23945 | -66394 |
Avg Bars in Trades | 27 | 24 | 30 | 27 | 24 | 30 |
Avg Bars in Winners | 39 | 34 | 43 | 39 | 34 | 43 |
Avg Bars in Losers | 18 | 19 | 16 | 18 | 19 | 16 |
Bars Traded | 5569 | 2473 | 3096 | 5569 | 2473 | 3096 |
Profit Streak | 29.7378 | 48.4045 | 29.7378 | 29.7378 | 48.4045 | 29.7378 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365429 | 276463 | -580266 | -341081 | -385624 | -350457 |
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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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