Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 418375.8364 | 376387.4785 | 41988.3579 | 346312.9717 | 455411.2131 | -109098.2415 |
Total P&L (%) | 418.3758 | 376.3875 | 41.9884 | 346.313 | 455.4112 | -109.0982 |
Avg Daily Profit (%) | 0.2963 | 0.2666 | 0.0297 | 0.106 | 0.1215 | 0 |
Buy And Hold Return (%) | 90.3326 | 90.3326 | 90.3326 | 90.3326 | 90.3326 | 90.3326 |
Max Trade Drawdown | -156718 | -104678 | -101577 | -616358 | -419675 | -380475 |
Profit Factor | 1.3946 | 1.7156 | 1.0786 | 1.104 | 1.2758 | 0.9351 |
Total Trades | 291 | 146 | 145 | 291 | 146 | 145 |
Winning Trades | 141 | 68 | 73 | 141 | 68 | 73 |
Losing Trades | 150 | 78 | 72 | 150 | 78 | 72 |
Profitability (%) | 48.4536 | 46.5753 | 50.3448 | 48.4536 | 46.5753 | 50.3448 |
Ratio Avg Win / Avg Loss | 1.4836 | 1.9679 | 1.0638 | 1.1744 | 1.4634 | 0.9223 |
Largest Winning Trade | 90902 | 90902 | 54534 | 305511 | 305511 | 144242 |
Largest Losing Trade | -35559 | -28932 | -35559 | -190746 | -143888 | -190746 |
Avg Bars in Trades | 28 | 24 | 32 | 28 | 24 | 32 |
Avg Bars in Winners | 33 | 24 | 42 | 33 | 24 | 42 |
Avg Bars in Losers | 22 | 23 | 21 | 22 | 23 | 21 |
Bars Traded | 8194 | 3512 | 4681 | 8194 | 3512 | 4681 |
Profit Streak | 0 | 0 | 504.1837 | 0 | 0 | 504.1837 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311180 | 293258 | -451788 | -158809 | -33377 | -579550 |
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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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