Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 225319.6675 | 218570.5407 | 6749.1268 | -112536.7544 | 68101.197 | -180637.9514 |
Total P&L (%) | 225.3197 | 218.5705 | 6.7491 | -112.5368 | 68.1012 | -180.638 |
Avg Daily Profit (%) | 0.2163 | 0.2098 | 0.0065 | 0 | 0.0499 | 0 |
Buy And Hold Return (%) | 54.7183 | 54.7183 | 54.7183 | 54.7183 | 54.7183 | 54.7183 |
Max Trade Drawdown | -118976 | -49002 | -118976 | -267044 | -40190 | -271943 |
Profit Factor | 1.3439 | 1.9318 | 1.016 | 0.7763 | 1.5248 | 0.5161 |
Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Winning Trades | 122 | 57 | 65 | 109 | 53 | 56 |
Losing Trades | 67 | 38 | 29 | 80 | 42 | 38 |
Profitability (%) | 64.5503 | 60 | 69.1489 | 57.672 | 55.7895 | 59.5745 |
Ratio Avg Win / Avg Loss | 0.7381 | 1.2879 | 0.4533 | 0.5698 | 1.2084 | 0.3502 |
Largest Winning Trade | 53569 | 53569 | 25511 | 43930 | 35782 | 43930 |
Largest Losing Trade | -118976 | -24387 | -118976 | -241914 | -17309 | -241914 |
Avg Bars in Trades | 130 | 133 | 127 | 130 | 133 | 127 |
Avg Bars in Winners | 100 | 102 | 98 | 115 | 111 | 119 |
Avg Bars in Losers | 185 | 181 | 192 | 151 | 162 | 139 |
Bars Traded | 24707 | 12725 | 11981 | 24707 | 12725 | 11981 |
Profit Streak | 13.2934 | 13.2934 | 16.9184 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 298210 | 346895 | -551457 | -578793 | -214086 | -579840 |
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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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