Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 125688.2247 | 173093.1724 | -47404.9477 | -137442.4612 | 109252.9518 | -246695.413 |
Total P&L (%) | 125.6882 | 173.0932 | -47.4049 | -137.4425 | 109.253 | -246.6954 |
Avg Daily Profit (%) | 0.1207 | 0.1662 | -0.0455 | 0 | 0.0709 | 0 |
Buy And Hold Return (%) | 42.6733 | 42.6733 | 42.6733 | 42.6733 | 42.6733 | 42.6733 |
Max Trade Drawdown | -125983 | -52243 | -126403 | -294195 | -63684 | -304939 |
Profit Factor | 1.1507 | 1.5472 | 0.9084 | 0.8451 | 1.4039 | 0.6 |
Total Trades | 254 | 127 | 127 | 254 | 127 | 127 |
Winning Trades | 154 | 74 | 80 | 136 | 70 | 66 |
Losing Trades | 100 | 53 | 47 | 118 | 57 | 61 |
Profitability (%) | 60.6299 | 58.2677 | 62.9921 | 53.5433 | 55.1181 | 51.9685 |
Ratio Avg Win / Avg Loss | 0.7472 | 1.1081 | 0.5337 | 0.7332 | 1.1432 | 0.5545 |
Largest Winning Trade | 44276 | 44276 | 19682 | 53655 | 37166 | 53655 |
Largest Losing Trade | -119101 | -29702 | -119101 | -217745 | -39180 | -217745 |
Avg Bars in Trades | 96 | 96 | 95 | 96 | 96 | 95 |
Avg Bars in Winners | 67 | 67 | 67 | 77 | 80 | 74 |
Avg Bars in Losers | 141 | 137 | 144 | 117 | 117 | 118 |
Bars Traded | 24462 | 12292 | 12170 | 24462 | 12292 | 12170 |
Profit Streak | 14.3842 | 24.4675 | 14.3842 | 0 | 0 | 0 |
Trades During Streak | 2 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -87733 | 310928 | -578718 | -578989 | -100597 | -580739 |
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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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