Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 382638.6061 | 417143.0605 | -34504.4544 | 11500.3665 | 192850.6831 | -181350.3166 |
Total P&L (%) | 382.6386 | 417.1431 | -34.5045 | 11.5004 | 192.8507 | -181.3503 |
Avg Daily Profit (%) | 0.2067 | 0.2253 | -0.0186 | 0.0059 | 0.0581 | 0 |
Buy And Hold Return (%) | 59.92 | 59.92 | 59.92 | 59.92 | 59.92 | 59.92 |
Max Trade Drawdown | -135250 | -58581 | -262874 | -201904 | -73526 | -264069 |
Profit Factor | 1.4253 | 2.2192 | 0.9381 | 1.0147 | 1.6908 | 0.6394 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 74 | 36 | 38 | 74 | 36 | 38 |
Losing Trades | 94 | 48 | 46 | 94 | 48 | 46 |
Profitability (%) | 44.0476 | 42.8571 | 45.2381 | 44.0476 | 42.8571 | 45.2381 |
Ratio Avg Win / Avg Loss | 1.8106 | 2.9589 | 1.1356 | 1.289 | 2.2544 | 0.774 |
Largest Winning Trade | 187824 | 187824 | 66401 | 145085 | 145085 | 37848 |
Largest Losing Trade | -51658 | -41418 | -51658 | -116329 | -59669 | -116329 |
Avg Bars in Trades | 42 | 41 | 43 | 42 | 41 | 43 |
Avg Bars in Winners | 59 | 54 | 64 | 59 | 54 | 64 |
Avg Bars in Losers | 29 | 32 | 25 | 29 | 32 | 25 |
Bars Traded | 7152 | 3525 | 3628 | 7152 | 3525 | 3628 |
Profit Streak | 0 | 0 | 36.6206 | 0 | 0 | 36.6206 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 280611 | 321401 | -579856 | -556530 | -118226 | -581522 |
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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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