Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 418397.8087 | 407984.0313 | 10413.7774 | -221660.4976 | 141339.1021 | -362999.5997 |
Total P&L (%) | 418.3978 | 407.984 | 10.4138 | -221.6605 | 141.3391 | -362.9996 |
Avg Daily Profit (%) | 0.2223 | 0.2167 | 0.0055 | 0 | 0.0468 | 0 |
Buy And Hold Return (%) | 17.7811 | 17.7811 | 17.7811 | 17.7811 | 17.7811 | 17.7811 |
Max Trade Drawdown | -282380 | -166708 | -158609 | -390275 | -178917 | -380485 |
Profit Factor | 1.335 | 1.6072 | 1.018 | 0.8017 | 1.309 | 0.4501 |
Total Trades | 255 | 127 | 128 | 255 | 127 | 128 |
Winning Trades | 144 | 62 | 82 | 126 | 65 | 61 |
Losing Trades | 111 | 65 | 46 | 129 | 62 | 67 |
Profitability (%) | 56.4706 | 48.8189 | 64.0625 | 49.4118 | 51.1811 | 47.6563 |
Ratio Avg Win / Avg Loss | 1.0291 | 1.685 | 0.5711 | 0.8207 | 1.2486 | 0.4944 |
Largest Winning Trade | 96967 | 96967 | 39915 | 118039 | 118039 | 29132 |
Largest Losing Trade | -137230 | -38329 | -137230 | -198435 | -51072 | -198435 |
Avg Bars in Trades | 43 | 68 | 19 | 43 | 68 | 19 |
Avg Bars in Winners | 37 | 64 | 16 | 47 | 73 | 18 |
Avg Bars in Losers | 52 | 73 | 23 | 40 | 64 | 19 |
Bars Traded | 11184 | 8752 | 2432 | 11184 | 8752 | 2432 |
Profit Streak | 5.7791 | 0 | 34.9458 | 0 | 11.4458 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395396 | 364675 | -550673 | -579672 | -129682 | -581626 |
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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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