Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 562269.8678 | 674029.8794 | -111760.0116 | -252391.9997 | -54372.7783 | -198019.2214 |
Total P&L (%) | 562.2699 | 674.0299 | -111.76 | -252.392 | -54.3728 | -198.0192 |
Avg Daily Profit (%) | 0.2482 | 0.2976 | -0.0493 | 0 | -0.0346 | 0 |
Buy And Hold Return (%) | 249.2386 | 249.2386 | 249.2386 | 249.2386 | 249.2386 | 249.2386 |
Max Trade Drawdown | -182984 | -90068 | -309664 | -928165 | -440779 | -510422 |
Profit Factor | 1.3762 | 2.0297 | 0.867 | 0.9204 | 0.9672 | 0.8689 |
Total Trades | 260 | 130 | 130 | 260 | 130 | 130 |
Winning Trades | 125 | 63 | 62 | 136 | 68 | 68 |
Losing Trades | 135 | 67 | 68 | 124 | 62 | 62 |
Profitability (%) | 48.0769 | 48.4615 | 47.6923 | 52.3077 | 52.3077 | 52.3077 |
Ratio Avg Win / Avg Loss | 1.4863 | 2.1586 | 0.9509 | 0.8392 | 0.8819 | 0.7923 |
Largest Winning Trade | 399807 | 399807 | 37760 | 174726 | 174726 | 126782 |
Largest Losing Trade | -152345 | -50984 | -152345 | -269094 | -269094 | -136794 |
Avg Bars in Trades | 51 | 50 | 51 | 51 | 50 | 51 |
Avg Bars in Winners | 56 | 52 | 60 | 48 | 48 | 48 |
Avg Bars in Losers | 46 | 48 | 44 | 54 | 52 | 55 |
Bars Traded | 13337 | 6586 | 6751 | 13337 | 6586 | 6751 |
Profit Streak | 0 | 0 | 24.9741 | 18.3074 | 23.8074 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 159454 | 307722 | -581341 | -578555 | -580143 | -580688 |
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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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