Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 358867.377 | 349668.3964 | 9198.9806 | 187248.7998 | 874263.2435 | -687014.4437 |
Total P&L (%) | 358.8674 | 349.6684 | 9.199 | 187.2488 | 874.2632 | -687.0144 |
Avg Daily Profit (%) | 0.2891 | 0.2817 | 0.0074 | 0.085 | 0.1835 | 0 |
Buy And Hold Return (%) | 123.3786 | 123.3786 | 123.3786 | 123.3786 | 123.3786 | 123.3786 |
Max Trade Drawdown | -265343 | -119944 | -179057 | -2362993 | -507188 | -2026052 |
Profit Factor | 1.3041 | 1.6836 | 1.0138 | 1.0293 | 1.3534 | 0.8245 |
Total Trades | 261 | 130 | 131 | 261 | 130 | 131 |
Winning Trades | 136 | 66 | 70 | 136 | 66 | 70 |
Losing Trades | 125 | 64 | 61 | 125 | 64 | 61 |
Profitability (%) | 52.1073 | 50.7692 | 53.4351 | 52.1073 | 50.7692 | 53.4351 |
Ratio Avg Win / Avg Loss | 1.1986 | 1.6326 | 0.8834 | 0.9461 | 1.3124 | 0.7185 |
Largest Winning Trade | 66808 | 66808 | 38593 | 676472 | 293425 | 676472 |
Largest Losing Trade | -42652 | -25149 | -42652 | -530165 | -228957 | -530165 |
Avg Bars in Trades | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Winners | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
Bars Traded | 4742 | 2363 | 2379 | 4742 | 2363 | 2379 |
Profit Streak | 7.1172 | 0 | 11.6172 | 7.1172 | 0 | 11.6172 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 284328 | 303057 | -554617 | -276889 | 305121 | -579631 |
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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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