Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 316127.0027 | 303990.7411 | 12136.2616 | 169219.0262 | 303426.257 | -134207.2308 |
Total P&L (%) | 316.127 | 303.9907 | 12.1363 | 169.219 | 303.4263 | -134.2072 |
Avg Daily Profit (%) | 0.3035 | 0.2918 | 0.0117 | 0.0951 | 0.134 | 0 |
Buy And Hold Return (%) | 64.6497 | 64.6497 | 64.6497 | 64.6497 | 64.6497 | 64.6497 |
Max Trade Drawdown | -181255 | -130166 | -72856 | -2140563 | -1477946 | -1206587 |
Profit Factor | 1.3428 | 1.6141 | 1.0284 | 1.023 | 1.0776 | 0.9611 |
Total Trades | 308 | 154 | 154 | 308 | 154 | 154 |
Winning Trades | 140 | 67 | 73 | 140 | 67 | 73 |
Losing Trades | 168 | 87 | 81 | 168 | 87 | 81 |
Profitability (%) | 45.4545 | 43.5065 | 47.4026 | 45.4545 | 43.5065 | 47.4026 |
Ratio Avg Win / Avg Loss | 1.6114 | 2.096 | 1.1411 | 1.2276 | 1.3993 | 1.0665 |
Largest Winning Trade | 160444 | 160444 | 30219 | 451903 | 451903 | 375094 |
Largest Losing Trade | -29855 | -29855 | -25884 | -303424 | -303424 | -203138 |
Avg Bars in Trades | 80 | 83 | 77 | 80 | 83 | 77 |
Avg Bars in Winners | 97 | 107 | 88 | 97 | 107 | 88 |
Avg Bars in Losers | 66 | 65 | 67 | 66 | 65 | 67 |
Bars Traded | 24741 | 12846 | 11895 | 24741 | 12846 | 11895 |
Profit Streak | 0 | 0 | 2.2605 | 0 | 0 | 2.2605 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301459 | 273225 | -534922 | -264832 | -153157 | -581706 |
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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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