Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 377617.0151 | 342810.3895 | 34806.6255 | 268813.493 | 515030.8903 | -246217.3973 |
Total P&L (%) | 377.617 | 342.8104 | 34.8066 | 268.8135 | 515.0309 | -246.2174 |
Avg Daily Profit (%) | 0.2675 | 0.2428 | 0.0247 | 0.0925 | 0.1287 | 0 |
Buy And Hold Return (%) | 114.2407 | 114.2407 | 114.2407 | 114.2407 | 114.2407 | 114.2407 |
Max Trade Drawdown | -130746 | -108342 | -126459 | -479746 | -355449 | -453285 |
Profit Factor | 1.2978 | 1.5394 | 1.055 | 1.0663 | 1.2511 | 0.877 |
Total Trades | 405 | 203 | 202 | 405 | 203 | 202 |
Winning Trades | 222 | 117 | 105 | 222 | 117 | 105 |
Losing Trades | 183 | 86 | 97 | 183 | 86 | 97 |
Profitability (%) | 54.8148 | 57.6355 | 51.9802 | 54.8148 | 57.6355 | 51.9802 |
Ratio Avg Win / Avg Loss | 1.0698 | 1.1315 | 0.9746 | 0.879 | 0.9196 | 0.8102 |
Largest Winning Trade | 78034 | 78034 | 51357 | 246314 | 246314 | 158384 |
Largest Losing Trade | -34449 | -29135 | -34449 | -172823 | -96825 | -172823 |
Avg Bars in Trades | 20 | 18 | 22 | 20 | 18 | 22 |
Avg Bars in Winners | 21 | 16 | 26 | 21 | 16 | 26 |
Avg Bars in Losers | 19 | 21 | 17 | 19 | 21 | 17 |
Bars Traded | 8267 | 3754 | 4513 | 8267 | 3754 | 4513 |
Profit Streak | 0 | 0 | 499.554 | 0 | 0 | 499.554 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304101 | 295130 | -484990 | -220238 | -22605 | -578387 |
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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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