Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 245864.8422 | 280511.9064 | -34647.0643 | -34038.5338 | 9539.2992 | -43577.8329 |
Total P&L (%) | 245.8648 | 280.5119 | -34.6471 | -34.0385 | 9.5393 | -43.5778 |
Avg Daily Profit (%) | 0.236 | 0.2693 | -0.0333 | -0.0399 | 0.0087 | -0.0549 |
Buy And Hold Return (%) | 29.7619 | 29.7619 | 29.7619 | 29.7619 | 29.7619 | 29.7619 |
Max Trade Drawdown | -173709 | -135791 | -47940 | -233075 | -189881 | -56028 |
Profit Factor | 1.3375 | 1.4627 | 0.7166 | 0.9472 | 1.0175 | 0.5676 |
Total Trades | 291 | 145 | 146 | 291 | 145 | 146 |
Winning Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Losing Trades | 156 | 77 | 79 | 156 | 77 | 79 |
Profitability (%) | 46.3918 | 46.8966 | 45.8904 | 46.3918 | 46.8966 | 45.8904 |
Ratio Avg Win / Avg Loss | 1.5455 | 1.6563 | 0.8449 | 1.0946 | 1.1522 | 0.6693 |
Largest Winning Trade | 299415 | 299415 | 5455 | 92750 | 92750 | 7103 |
Largest Losing Trade | -38963 | -38963 | -8389 | -66795 | -66795 | -8097 |
Avg Bars in Trades | 85 | 168 | 3 | 85 | 168 | 3 |
Avg Bars in Winners | 98 | 192 | 3 | 98 | 192 | 3 |
Avg Bars in Losers | 74 | 147 | 3 | 74 | 147 | 3 |
Bars Traded | 24927 | 24481 | 446 | 24927 | 24481 | 446 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340989 | 324917 | -582265 | -578992 | -549551 | -582265 |
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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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