Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 380764.389 | 354573.5872 | 26190.8018 | 256400.958 | 524587.4536 | -268186.4956 |
Total P&L (%) | 380.7644 | 354.5736 | 26.1908 | 256.401 | 524.5875 | -268.1865 |
Avg Daily Profit (%) | 0.2697 | 0.2511 | 0.0185 | 0.09 | 0.1298 | 0 |
Buy And Hold Return (%) | 70.5096 | 70.5096 | 70.5096 | 70.5096 | 70.5096 | 70.5096 |
Max Trade Drawdown | -155420 | -87456 | -172201 | -574287 | -173749 | -751856 |
Profit Factor | 1.3375 | 1.7723 | 1.0391 | 1.1057 | 1.5514 | 0.8182 |
Total Trades | 247 | 123 | 124 | 247 | 123 | 124 |
Winning Trades | 132 | 70 | 62 | 132 | 70 | 62 |
Losing Trades | 115 | 53 | 62 | 115 | 53 | 62 |
Profitability (%) | 53.4413 | 56.9106 | 50 | 53.4413 | 56.9106 | 50 |
Ratio Avg Win / Avg Loss | 1.1652 | 1.3419 | 1.0391 | 0.9633 | 1.1746 | 0.8182 |
Largest Winning Trade | 43647 | 40569 | 43647 | 188576 | 120773 | 188576 |
Largest Losing Trade | -46949 | -31512 | -46949 | -132424 | -70112 | -132424 |
Avg Bars in Trades | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Winners | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 4085 | 2030 | 2055 | 4085 | 2030 | 2055 |
Profit Streak | 470.085 | 470.085 | 497.4183 | 470.085 | 470.085 | 497.4183 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 389388 | 378867 | -509914 | -177902 | -16140 | -579371 |
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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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