Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 384202.5841 | 363234.9718 | 20967.6123 | 137361.2859 | 251859.1775 | -114497.8916 |
Total P&L (%) | 384.2026 | 363.235 | 20.9676 | 137.3613 | 251.8592 | -114.4979 |
Avg Daily Profit (%) | 0.2075 | 0.1961 | 0.0113 | 0.0467 | 0.068 | 0 |
Buy And Hold Return (%) | 94.8167 | 94.8167 | 94.8167 | 94.8167 | 94.8167 | 94.8167 |
Max Trade Drawdown | -123196 | -93252 | -126664 | -221127 | -119636 | -157087 |
Profit Factor | 1.322 | 1.6552 | 1.0328 | 1.109 | 1.4442 | 0.8349 |
Total Trades | 346 | 173 | 173 | 346 | 173 | 173 |
Winning Trades | 192 | 87 | 105 | 192 | 87 | 105 |
Losing Trades | 154 | 86 | 68 | 154 | 86 | 68 |
Profitability (%) | 55.4913 | 50.289 | 60.6936 | 55.4913 | 50.289 | 60.6936 |
Ratio Avg Win / Avg Loss | 1.0604 | 1.6362 | 0.6689 | 0.8895 | 1.4276 | 0.5407 |
Largest Winning Trade | 80006 | 80006 | 30141 | 99093 | 99093 | 50905 |
Largest Losing Trade | -61479 | -29745 | -61479 | -103265 | -46503 | -103265 |
Avg Bars in Trades | 31 | 33 | 29 | 31 | 33 | 29 |
Avg Bars in Winners | 29 | 34 | 26 | 29 | 34 | 26 |
Avg Bars in Losers | 33 | 32 | 33 | 33 | 32 | 33 |
Bars Traded | 10848 | 5812 | 5035 | 10848 | 5812 | 5035 |
Profit Streak | 11.5917 | 12.0917 | 11.5917 | 11.5917 | 12.0917 | 11.5917 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336142 | 336972 | -526929 | -255452 | -103643 | -578133 |
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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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