Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 271504.0925 | 275390.699 | -3886.6065 | -9130.3615 | 383702.9025 | -392833.2639 |
Total P&L (%) | 271.5041 | 275.3907 | -3.8866 | -9.1304 | 383.7029 | -392.8333 |
Avg Daily Profit (%) | 0.1922 | 0.195 | -0.0028 | -0.0068 | 0.1117 | 0 |
Buy And Hold Return (%) | 84.1504 | 84.1504 | 84.1504 | 84.1504 | 84.1504 | 84.1504 |
Max Trade Drawdown | -93431 | -76812 | -150651 | -722418 | -549461 | -629569 |
Profit Factor | 1.3122 | 1.7248 | 0.9921 | 0.9977 | 1.2258 | 0.8247 |
Total Trades | 191 | 96 | 95 | 191 | 96 | 95 |
Winning Trades | 137 | 70 | 67 | 137 | 70 | 67 |
Losing Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Profitability (%) | 71.7277 | 72.9167 | 70.5263 | 71.7277 | 72.9167 | 70.5263 |
Ratio Avg Win / Avg Loss | 0.5172 | 0.6406 | 0.4146 | 0.3932 | 0.4553 | 0.3447 |
Largest Winning Trade | 33054 | 33054 | 30087 | 133572 | 133572 | 93799 |
Largest Losing Trade | -66029 | -51004 | -66029 | -457195 | -308015 | -457195 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 9 | 7 | 10 | 9 | 7 | 10 |
Avg Bars in Losers | 27 | 31 | 23 | 27 | 31 | 23 |
Bars Traded | 2710 | 1358 | 1352 | 2710 | 1358 | 1352 |
Profit Streak | 0 | 0 | 548.1389 | 0 | 0 | 548.1389 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 260308 | 303436 | -576527 | -576683 | -44460 | -576527 |
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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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