Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 363367.5298 | 354378.0551 | 8989.4746 | 68457.3107 | 136233.2336 | -67775.9228 |
Total P&L (%) | 363.3675 | 354.3781 | 8.9895 | 68.4573 | 136.2332 | -67.7759 |
Avg Daily Profit (%) | 0.1967 | 0.1918 | 0.0049 | 0.0282 | 0.0465 | -0.0613 |
Buy And Hold Return (%) | 13.9674 | 13.9674 | 13.9674 | 13.9674 | 13.9674 | 13.9674 |
Max Trade Drawdown | -136455 | -55894 | -263849 | -110014 | -43272 | -199039 |
Profit Factor | 1.3401 | 1.8329 | 1.014 | 1.0892 | 1.4528 | 0.8548 |
Total Trades | 251 | 126 | 125 | 251 | 126 | 125 |
Winning Trades | 128 | 59 | 69 | 128 | 59 | 69 |
Losing Trades | 123 | 67 | 56 | 123 | 67 | 56 |
Profitability (%) | 50.996 | 46.8254 | 55.2 | 50.996 | 46.8254 | 55.2 |
Ratio Avg Win / Avg Loss | 1.2878 | 2.0814 | 0.8229 | 1.0466 | 1.6498 | 0.6938 |
Largest Winning Trade | 81032 | 81032 | 59233 | 55422 | 55422 | 32692 |
Largest Losing Trade | -62771 | -19275 | -62771 | -63444 | -27664 | -63444 |
Avg Bars in Trades | 28 | 20 | 36 | 28 | 20 | 36 |
Avg Bars in Winners | 32 | 24 | 40 | 32 | 24 | 40 |
Avg Bars in Losers | 24 | 16 | 32 | 24 | 16 | 32 |
Bars Traded | 7164 | 2581 | 4583 | 7164 | 2581 | 4583 |
Profit Streak | 0 | 0 | 31.9315 | 0 | 0 | 31.9315 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347101 | 354674 | -557458 | -277306 | -129807 | -579328 |
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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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