Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 400581.7575 | 441238.3139 | -40656.5564 | -57875.0916 | -16057.8726 | -41817.219 |
Total P&L (%) | 400.5818 | 441.2383 | -40.6566 | -57.8751 | -16.0579 | -41.8172 |
Avg Daily Profit (%) | 0.2074 | 0.2285 | -0.0211 | -0.0448 | -0.0091 | -0.028 |
Buy And Hold Return (%) | 11.6987 | 11.6987 | 11.6987 | 11.6987 | 11.6987 | 11.6987 |
Max Trade Drawdown | -191211 | -153989 | -133038 | -250827 | -227517 | -108188 |
Profit Factor | 1.3356 | 1.697 | 0.9275 | 0.926 | 0.9624 | 0.882 |
Total Trades | 213 | 107 | 106 | 213 | 107 | 106 |
Winning Trades | 100 | 45 | 55 | 100 | 45 | 55 |
Losing Trades | 113 | 62 | 51 | 113 | 62 | 51 |
Profitability (%) | 46.9484 | 42.0561 | 51.8868 | 46.9484 | 42.0561 | 51.8868 |
Ratio Avg Win / Avg Loss | 1.5092 | 2.3381 | 0.86 | 1.0464 | 1.326 | 0.8179 |
Largest Winning Trade | 297033 | 297033 | 52837 | 138047 | 138047 | 89974 |
Largest Losing Trade | -39099 | -39099 | -39051 | -74928 | -74928 | -31869 |
Avg Bars in Trades | 17 | 18 | 17 | 17 | 18 | 17 |
Avg Bars in Winners | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Losers | 15 | 16 | 13 | 15 | 16 | 13 |
Bars Traded | 3806 | 1968 | 1837 | 3806 | 1968 | 1837 |
Profit Streak | 0 | 0 | 25.7934 | 0 | 0 | 25.7934 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334917 | 287975 | -579985 | -578905 | -582192 | -579985 |
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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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