Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 592422.3037 | 601625.9448 | -9203.6411 | 129901.3034 | 219421.0715 | -89519.7681 |
Total P&L (%) | 592.4223 | 601.6259 | -9.2036 | 129.9013 | 219.4211 | -89.5198 |
Avg Daily Profit (%) | 0.3221 | 0.3271 | -0.005 | 0.0453 | 0.0632 | -0.1225 |
Buy And Hold Return (%) | 127.1338 | 127.1338 | 127.1338 | 127.1338 | 127.1338 | 127.1338 |
Max Trade Drawdown | -136688 | -102155 | -145410 | -156077 | -100541 | -175611 |
Profit Factor | 1.689 | 2.661 | 0.9815 | 1.1488 | 1.6443 | 0.8319 |
Total Trades | 277 | 139 | 138 | 277 | 139 | 138 |
Winning Trades | 125 | 61 | 64 | 125 | 61 | 64 |
Losing Trades | 152 | 78 | 74 | 152 | 78 | 74 |
Profitability (%) | 45.1264 | 43.8849 | 46.3768 | 45.1264 | 43.8849 | 46.3768 |
Ratio Avg Win / Avg Loss | 2.0539 | 3.4026 | 1.1349 | 1.3969 | 2.1026 | 0.9619 |
Largest Winning Trade | 487059 | 487059 | 45902 | 158255 | 158255 | 39134 |
Largest Losing Trade | -58312 | -25419 | -58312 | -76975 | -32007 | -76975 |
Avg Bars in Trades | 38 | 36 | 40 | 38 | 36 | 40 |
Avg Bars in Winners | 58 | 57 | 59 | 58 | 57 | 59 |
Avg Bars in Losers | 22 | 20 | 24 | 22 | 20 | 24 |
Bars Traded | 10715 | 5098 | 5617 | 10715 | 5098 | 5617 |
Profit Streak | 0 | 0 | 81.3858 | 0 | 0 | 81.3858 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 367164 | 362314 | -579746 | -348760 | -116768 | -581413 |
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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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