Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 367391.6772 | 386474.1402 | -19082.463 | 38630.764 | 203621.2772 | -164990.5132 |
Total P&L (%) | 367.3917 | 386.4741 | -19.0825 | 38.6308 | 203.6213 | -164.9905 |
Avg Daily Profit (%) | 0.2602 | 0.2737 | -0.0135 | 0.0231 | 0.0787 | 0 |
Buy And Hold Return (%) | 70.5571 | 70.5571 | 70.5571 | 70.5571 | 70.5571 | 70.5571 |
Max Trade Drawdown | -126704 | -112121 | -101743 | -311001 | -184276 | -209511 |
Profit Factor | 1.3424 | 1.7571 | 0.9661 | 1.0254 | 1.2952 | 0.802 |
Total Trades | 285 | 143 | 142 | 285 | 143 | 142 |
Winning Trades | 154 | 75 | 79 | 154 | 75 | 79 |
Losing Trades | 131 | 68 | 63 | 131 | 68 | 63 |
Profitability (%) | 54.0351 | 52.4476 | 55.6338 | 54.0351 | 52.4476 | 55.6338 |
Ratio Avg Win / Avg Loss | 1.1419 | 1.5931 | 0.7704 | 0.8722 | 1.1743 | 0.6396 |
Largest Winning Trade | 166415 | 166415 | 56164 | 138182 | 138182 | 74500 |
Largest Losing Trade | -32009 | -30959 | -32009 | -104418 | -65368 | -104418 |
Avg Bars in Trades | 28 | 25 | 32 | 28 | 25 | 32 |
Avg Bars in Winners | 34 | 27 | 41 | 34 | 27 | 41 |
Avg Bars in Losers | 22 | 24 | 20 | 22 | 24 | 20 |
Bars Traded | 8262 | 3681 | 4581 | 8262 | 3681 | 4581 |
Profit Streak | 0 | 0 | 493.147 | 0 | 0 | 493.147 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344689 | 395548 | -578889 | -519738 | -90616 | -578889 |
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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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