Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 282670.31 | 375405.9004 | -92735.5903 | -67651.7731 | 542678.5585 | -610330.3316 |
Total P&L (%) | 282.6703 | 375.4059 | -92.7356 | -67.6518 | 542.6786 | -610.3303 |
Avg Daily Profit (%) | 0.153 | 0.2032 | -0.0502 | -0.0611 | 0.1007 | 0 |
Buy And Hold Return (%) | 75.1152 | 75.1152 | 75.1152 | 75.1152 | 75.1152 | 75.1152 |
Max Trade Drawdown | -235077 | -160214 | -180156 | -711644 | -311980 | -680942 |
Profit Factor | 1.2455 | 1.6966 | 0.8486 | 0.9641 | 1.8188 | 0.5001 |
Total Trades | 249 | 124 | 125 | 249 | 124 | 125 |
Winning Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Losing Trades | 134 | 66 | 68 | 134 | 66 | 68 |
Profitability (%) | 46.1847 | 46.7742 | 45.6 | 46.1847 | 46.7742 | 45.6 |
Ratio Avg Win / Avg Loss | 1.4513 | 1.9306 | 1.0123 | 1.1234 | 2.0696 | 0.5966 |
Largest Winning Trade | 196401 | 196401 | 48426 | 304566 | 304566 | 144420 |
Largest Losing Trade | -50588 | -50588 | -35496 | -204830 | -107435 | -204830 |
Avg Bars in Trades | 28 | 31 | 25 | 28 | 31 | 25 |
Avg Bars in Winners | 34 | 33 | 35 | 34 | 33 | 35 |
Avg Bars in Losers | 23 | 29 | 17 | 23 | 29 | 17 |
Bars Traded | 7063 | 3885 | 3178 | 7063 | 3885 | 3178 |
Profit Streak | 0 | 8.5276 | 0 | 0 | 8.5276 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 166834 | 313889 | -580767 | -579014 | -55428 | -582433 |
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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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