Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 883263.145 | 915864.0039 | -32600.8588 | 33868.7754 | 142335.3852 | -108466.6097 |
Total P&L (%) | 883.2631 | 915.864 | -32.6009 | 33.8688 | 142.3354 | -108.4666 |
Avg Daily Profit (%) | 0.424 | 0.4396 | -0.0156 | 0.014 | 0.0425 | 0 |
Buy And Hold Return (%) | 101.1719 | 101.1719 | 101.1719 | 101.1719 | 101.1719 | 101.1719 |
Max Trade Drawdown | -193763 | -125695 | -311051 | -673368 | -539094 | -286747 |
Profit Factor | 1.56 | 2.1585 | 0.9586 | 1.0124 | 1.0941 | 0.9118 |
Total Trades | 287 | 143 | 144 | 287 | 143 | 144 |
Winning Trades | 104 | 46 | 58 | 104 | 46 | 58 |
Losing Trades | 183 | 97 | 86 | 183 | 97 | 86 |
Profitability (%) | 36.2369 | 32.1678 | 40.2778 | 36.2369 | 32.1678 | 40.2778 |
Ratio Avg Win / Avg Loss | 2.745 | 4.5516 | 1.4213 | 1.7814 | 2.3072 | 1.3519 |
Largest Winning Trade | 545783 | 545783 | 56713 | 434317 | 434317 | 114503 |
Largest Losing Trade | -31423 | -25449 | -31423 | -128069 | -128069 | -81181 |
Avg Bars in Trades | 86 | 83 | 89 | 86 | 83 | 89 |
Avg Bars in Winners | 148 | 152 | 146 | 148 | 152 | 146 |
Avg Bars in Losers | 51 | 50 | 51 | 51 | 50 | 51 |
Bars Traded | 24845 | 11925 | 12920 | 24845 | 11925 | 12920 |
Profit Streak | 18.9814 | 0 | 26.0647 | 18.9814 | 0 | 26.0647 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340005 | 254940 | -582522 | -549030 | -298312 | -582522 |
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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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