Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 261696.7021 | 394765.2096 | -133068.5075 | -112277.4385 | 226965.9509 | -339243.3895 |
Total P&L (%) | 261.6967 | 394.7652 | -133.0685 | -112.2774 | 226.966 | -339.2434 |
Avg Daily Profit (%) | 0.1046 | 0.1578 | -0.0532 | 0 | 0.0474 | 0 |
Buy And Hold Return (%) | 30.3299 | 30.3299 | 30.3299 | 30.3299 | 30.3299 | 30.3299 |
Max Trade Drawdown | -221613 | -129181 | -230075 | -315272 | -89805 | -376955 |
Profit Factor | 1.1794 | 1.5672 | 0.8256 | 0.8787 | 1.7965 | 0.4706 |
Total Trades | 290 | 145 | 145 | 290 | 145 | 145 |
Winning Trades | 136 | 65 | 71 | 147 | 85 | 62 |
Losing Trades | 154 | 80 | 74 | 143 | 60 | 83 |
Profitability (%) | 46.8966 | 44.8276 | 48.9655 | 50.6897 | 58.6207 | 42.7586 |
Ratio Avg Win / Avg Loss | 1.3354 | 1.9288 | 0.8605 | 0.8548 | 1.2681 | 0.63 |
Largest Winning Trade | 228585 | 228585 | 49786 | 129898 | 129898 | 64729 |
Largest Losing Trade | -120933 | -59325 | -120933 | -315272 | -61866 | -315272 |
Avg Bars in Trades | 25 | 25 | 25 | 25 | 25 | 25 |
Avg Bars in Winners | 31 | 35 | 28 | 25 | 25 | 26 |
Avg Bars in Losers | 19 | 17 | 22 | 25 | 25 | 24 |
Bars Traded | 7397 | 3696 | 3700 | 7397 | 3696 | 3700 |
Profit Streak | 33.7147 | 57.3813 | 0 | 0 | 0 | 38.048 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -75422 | 344990 | -581072 | -578894 | -126120 | -582941 |
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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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