Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 373267.1972 | 447647.5174 | -74380.3202 | -53685.4217 | 228626.4622 | -282311.884 |
Total P&L (%) | 373.2672 | 447.6475 | -74.3803 | -53.6854 | 228.6265 | -282.3119 |
Avg Daily Profit (%) | 0.2024 | 0.2427 | -0.0403 | -0.0417 | 0.0645 | 0 |
Buy And Hold Return (%) | 123.7511 | 123.7511 | 123.7511 | 123.7511 | 123.7511 | 123.7511 |
Max Trade Drawdown | -257492 | -133545 | -125379 | -625011 | -244714 | -385763 |
Profit Factor | 1.5943 | 2.7555 | 0.8007 | 0.9487 | 1.6185 | 0.5825 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 80 | 39 | 41 | 80 | 39 | 41 |
Losing Trades | 82 | 42 | 40 | 82 | 42 | 40 |
Profitability (%) | 49.3827 | 48.1481 | 50.6173 | 49.3827 | 48.1481 | 50.6173 |
Ratio Avg Win / Avg Loss | 1.6341 | 2.9675 | 0.7811 | 0.9724 | 1.743 | 0.5682 |
Largest Winning Trade | 530554 | 530554 | 36551 | 453586 | 453586 | 107027 |
Largest Losing Trade | -47711 | -23490 | -47711 | -247795 | -51631 | -247795 |
Avg Bars in Trades | 21 | 21 | 22 | 21 | 21 | 22 |
Avg Bars in Winners | 28 | 26 | 30 | 28 | 26 | 30 |
Avg Bars in Losers | 14 | 16 | 13 | 14 | 16 | 13 |
Bars Traded | 3526 | 1733 | 1793 | 3526 | 1733 | 1793 |
Profit Streak | 0 | 0 | 116.7197 | 0 | 0 | 116.7197 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303274 | -1718 | -591420 | -579891 | -124017 | -591420 |
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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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