Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 227858.4588 | 359406.9453 | -131548.4865 | -91652.7378 | 389839.7405 | -481492.4783 |
Total P&L (%) | 227.8585 | 359.4069 | -131.5485 | -91.6527 | 389.8397 | -481.4925 |
Avg Daily Profit (%) | 0.123 | 0.194 | -0.071 | -0.1339 | 0.0858 | 0 |
Buy And Hold Return (%) | 40.7852 | 40.7852 | 40.7852 | 40.7852 | 40.7852 | 40.7852 |
Max Trade Drawdown | -310251 | -202897 | -244875 | -533157 | -457483 | -556432 |
Profit Factor | 1.1215 | 1.4407 | 0.8759 | 0.9631 | 1.3667 | 0.6617 |
Total Trades | 312 | 156 | 156 | 312 | 156 | 156 |
Winning Trades | 153 | 74 | 79 | 153 | 74 | 79 |
Losing Trades | 159 | 82 | 77 | 159 | 82 | 77 |
Profitability (%) | 49.0385 | 47.4359 | 50.641 | 49.0385 | 47.4359 | 50.641 |
Ratio Avg Win / Avg Loss | 1.1655 | 1.5964 | 0.8537 | 1.0009 | 1.5145 | 0.6449 |
Largest Winning Trade | 65544 | 65544 | 39902 | 131001 | 131001 | 69197 |
Largest Losing Trade | -60194 | -45212 | -60194 | -176725 | -176725 | -131245 |
Avg Bars in Trades | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Winners | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Losers | 17 | 17 | 17 | 17 | 17 | 17 |
Bars Traded | 5528 | 2762 | 2766 | 5528 | 2762 | 2766 |
Profit Streak | 0 | 0 | 18.1581 | 0 | 0 | 18.1581 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -115134 | 330003 | -579591 | -577575 | -77261 | -579591 |
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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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