Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 672707.1307 | 700503.8181 | -27796.6874 | 125385.7401 | 394770.8056 | -269385.0656 |
Total P&L (%) | 672.7071 | 700.5038 | -27.7967 | 125.3857 | 394.7708 | -269.3851 |
Avg Daily Profit (%) | 0.3669 | 0.382 | -0.0152 | 0.0443 | 0.0872 | 0 |
Buy And Hold Return (%) | 157.2394 | 157.2394 | 157.2394 | 157.2394 | 157.2394 | 157.2394 |
Max Trade Drawdown | -129035 | -132278 | -108532 | -936095 | -773455 | -483956 |
Profit Factor | 1.7009 | 2.4033 | 0.9396 | 1.0296 | 1.1722 | 0.8617 |
Total Trades | 307 | 154 | 153 | 307 | 154 | 153 |
Winning Trades | 135 | 72 | 63 | 135 | 72 | 63 |
Losing Trades | 172 | 82 | 90 | 172 | 82 | 90 |
Profitability (%) | 43.9739 | 46.7532 | 41.1765 | 43.9739 | 46.7532 | 41.1765 |
Ratio Avg Win / Avg Loss | 2.1671 | 2.7371 | 1.3424 | 1.3117 | 1.335 | 1.231 |
Largest Winning Trade | 648140 | 648140 | 38976 | 721190 | 721190 | 143297 |
Largest Losing Trade | -35175 | -27854 | -35175 | -312240 | -312240 | -164486 |
Avg Bars in Trades | 34 | 38 | 30 | 34 | 38 | 30 |
Avg Bars in Winners | 51 | 55 | 47 | 51 | 55 | 47 |
Avg Bars in Losers | 21 | 24 | 19 | 21 | 24 | 19 |
Bars Traded | 10669 | 5995 | 4675 | 10669 | 5995 | 4675 |
Profit Streak | 0 | 0 | 14.3899 | 0 | 0 | 14.3899 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359069 | 408348 | -581704 | -488220 | -112148 | -581704 |
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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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