Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 373535.7575 | 347982.4024 | 25553.3551 | 171264.213 | 391240.8585 | -219976.6454 |
Total P&L (%) | 373.5358 | 347.9824 | 25.5534 | 171.2642 | 391.2409 | -219.9766 |
Avg Daily Profit (%) | 0.2014 | 0.1876 | 0.0138 | 0.0538 | 0.0858 | 0 |
Buy And Hold Return (%) | 58.9797 | 58.9797 | 58.9797 | 58.9797 | 58.9797 | 58.9797 |
Max Trade Drawdown | -100569 | -73473 | -154887 | -509814 | -475043 | -659012 |
Profit Factor | 1.2558 | 1.5135 | 1.0327 | 1.0287 | 1.1396 | 0.9303 |
Total Trades | 418 | 209 | 209 | 418 | 209 | 209 |
Winning Trades | 183 | 87 | 96 | 183 | 87 | 96 |
Losing Trades | 235 | 122 | 113 | 235 | 122 | 113 |
Profitability (%) | 43.7799 | 41.6268 | 45.933 | 43.7799 | 41.6268 | 45.933 |
Ratio Avg Win / Avg Loss | 1.6126 | 2.1224 | 1.2155 | 1.3211 | 1.598 | 1.0951 |
Largest Winning Trade | 84575 | 84575 | 40397 | 252722 | 252722 | 153956 |
Largest Losing Trade | -29583 | -19368 | -29583 | -176857 | -122724 | -176857 |
Avg Bars in Trades | 13 | 13 | 12 | 13 | 13 | 12 |
Avg Bars in Winners | 18 | 19 | 17 | 18 | 19 | 17 |
Avg Bars in Losers | 9 | 9 | 8 | 9 | 9 | 8 |
Bars Traded | 5490 | 2872 | 2618 | 5490 | 2872 | 2618 |
Profit Streak | 9.9149 | 0 | 11.9149 | 9.9149 | 0 | 11.9149 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317545 | 246287 | -524967 | -312468 | -146919 | -579251 |
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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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