Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 181013.1783 | 276152.6796 | -95139.5013 | -72603.195 | 54679.3829 | -127282.5779 |
Total P&L (%) | 181.0132 | 276.1527 | -95.1395 | -72.6032 | 54.6794 | -127.2826 |
Avg Daily Profit (%) | 0.1282 | 0.1956 | -0.0674 | -0.0917 | 0.0309 | 0 |
Buy And Hold Return (%) | 29.5873 | 29.5873 | 29.5873 | 29.5873 | 29.5873 | 29.5873 |
Max Trade Drawdown | -203542 | -145178 | -139417 | -138059 | -73544 | -154369 |
Profit Factor | 1.1308 | 1.4156 | 0.8678 | 0.9031 | 1.1605 | 0.6887 |
Total Trades | 333 | 167 | 166 | 333 | 167 | 166 |
Winning Trades | 168 | 82 | 86 | 168 | 82 | 86 |
Losing Trades | 165 | 85 | 80 | 165 | 85 | 80 |
Profitability (%) | 50.4505 | 49.1018 | 51.8072 | 50.4505 | 49.1018 | 51.8072 |
Ratio Avg Win / Avg Loss | 1.1106 | 1.4674 | 0.8072 | 0.887 | 1.203 | 0.6406 |
Largest Winning Trade | 145615 | 145615 | 54569 | 32906 | 32906 | 20064 |
Largest Losing Trade | -37952 | -33968 | -37952 | -37253 | -23472 | -37253 |
Avg Bars in Trades | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Winners | 17 | 16 | 18 | 17 | 16 | 18 |
Avg Bars in Losers | 15 | 17 | 14 | 15 | 17 | 14 |
Bars Traded | 5547 | 2823 | 2724 | 5547 | 2823 | 2724 |
Profit Streak | 0 | 0 | 484.9683 | 0 | 0 | 484.9683 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -97030 | 310372 | -578991 | -578700 | -203237 | -578991 |
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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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