Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 261823.9112 | 257398.2642 | 4425.647 | 25581.9328 | 126781.7465 | -101199.8137 |
Total P&L (%) | 261.8239 | 257.3983 | 4.4256 | 25.5819 | 126.7817 | -101.1998 |
Avg Daily Profit (%) | 0.2161 | 0.2125 | 0.0037 | 0.0188 | 0.0676 | 0 |
Buy And Hold Return (%) | 36.6862 | 36.6862 | 36.6862 | 36.6862 | 36.6862 | 36.6862 |
Max Trade Drawdown | -101370 | -73083 | -135162 | -141168 | -95611 | -180978 |
Profit Factor | 1.2049 | 1.4184 | 1.0067 | 1.0198 | 1.206 | 0.8497 |
Total Trades | 358 | 179 | 179 | 358 | 179 | 179 |
Winning Trades | 159 | 76 | 83 | 159 | 76 | 83 |
Losing Trades | 199 | 103 | 96 | 199 | 103 | 96 |
Profitability (%) | 44.4134 | 42.4581 | 46.3687 | 44.4134 | 42.4581 | 46.3687 |
Ratio Avg Win / Avg Loss | 1.508 | 1.9222 | 1.1643 | 1.2764 | 1.6344 | 0.9828 |
Largest Winning Trade | 102935 | 102935 | 33444 | 63839 | 63839 | 23326 |
Largest Losing Trade | -53894 | -28047 | -53894 | -76598 | -44674 | -76598 |
Avg Bars in Trades | 13 | 12 | 13 | 13 | 12 | 13 |
Avg Bars in Winners | 14 | 14 | 15 | 14 | 14 | 15 |
Avg Bars in Losers | 11 | 11 | 12 | 11 | 11 | 12 |
Bars Traded | 4731 | 2271 | 2460 | 4731 | 2271 | 2460 |
Profit Streak | 13.1324 | 13.1324 | 14.8824 | 13.1324 | 13.1324 | 14.8824 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354688 | 287262 | -566575 | -530727 | -106411 | -580457 |
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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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