Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 346492.6549 | 336765.7338 | 9726.9211 | 87919.5381 | 405131.2683 | -317211.7302 |
Total P&L (%) | 346.4927 | 336.7657 | 9.7269 | 87.9195 | 405.1313 | -317.2117 |
Avg Daily Profit (%) | 0.2454 | 0.2385 | 0.0069 | 0.0447 | 0.1148 | 0 |
Buy And Hold Return (%) | 60.7931 | 60.7931 | 60.7931 | 60.7931 | 60.7931 | 60.7931 |
Max Trade Drawdown | -105517 | -104901 | -150717 | -361733 | -252207 | -488947 |
Profit Factor | 1.2717 | 1.593 | 1.0138 | 1.0357 | 1.4059 | 0.7835 |
Total Trades | 277 | 138 | 139 | 277 | 138 | 139 |
Winning Trades | 138 | 70 | 68 | 138 | 70 | 68 |
Losing Trades | 139 | 68 | 71 | 139 | 68 | 71 |
Profitability (%) | 49.8195 | 50.7246 | 48.9209 | 49.8195 | 50.7246 | 48.9209 |
Ratio Avg Win / Avg Loss | 1.281 | 1.5475 | 1.0585 | 1.0432 | 1.3658 | 0.8181 |
Largest Winning Trade | 60061 | 60061 | 35410 | 105629 | 103403 | 105629 |
Largest Losing Trade | -45153 | -31143 | -45153 | -158507 | -59178 | -158507 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 4048 | 2017 | 2031 | 4048 | 2017 | 2031 |
Profit Streak | 0 | 471.6448 | 0 | 0 | 471.6448 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313550 | 386280 | -555124 | -339792 | -38501 | -581105 |
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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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