Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 611070.3654 | 633985.7647 | -22915.3993 | 151651.1013 | 244550.9354 | -92899.8341 |
Total P&L (%) | 611.0704 | 633.9858 | -22.9154 | 151.6511 | 244.5509 | -92.8998 |
Avg Daily Profit (%) | 0.3321 | 0.3445 | -0.0125 | 0.0502 | 0.0673 | -0.1436 |
Buy And Hold Return (%) | 162.4132 | 162.4132 | 162.4132 | 162.4132 | 162.4132 | 162.4132 |
Max Trade Drawdown | -100488 | -90342 | -90523 | -158358 | -114856 | -118206 |
Profit Factor | 1.7638 | 2.6921 | 0.9461 | 1.1354 | 1.4778 | 0.8474 |
Total Trades | 277 | 139 | 138 | 277 | 139 | 138 |
Winning Trades | 119 | 63 | 56 | 119 | 63 | 56 |
Losing Trades | 158 | 76 | 82 | 158 | 76 | 82 |
Profitability (%) | 42.9603 | 45.3237 | 40.5797 | 42.9603 | 45.3237 | 40.5797 |
Ratio Avg Win / Avg Loss | 2.3418 | 3.2476 | 1.3854 | 1.5074 | 1.7828 | 1.2408 |
Largest Winning Trade | 559201 | 559201 | 53406 | 192131 | 192131 | 100332 |
Largest Losing Trade | -29476 | -26859 | -29476 | -54212 | -41251 | -54212 |
Avg Bars in Trades | 76 | 73 | 78 | 76 | 73 | 78 |
Avg Bars in Winners | 128 | 111 | 148 | 128 | 111 | 148 |
Avg Bars in Losers | 36 | 42 | 30 | 36 | 42 | 30 |
Bars Traded | 21052 | 10249 | 10803 | 21052 | 10249 | 10803 |
Profit Streak | 0 | 0 | 34.3595 | 0 | 0 | 34.3595 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316400 | 363481 | -581970 | -363510 | -113043 | -581970 |
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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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