Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 333191.6378 | 415695.4875 | -82503.8497 | -84835.875 | 782648.2224 | -867484.0974 |
Total P&L (%) | 333.1916 | 415.6955 | -82.5039 | -84.8359 | 782.6482 | -867.4841 |
Avg Daily Profit (%) | 0.2059 | 0.2569 | -0.051 | -0.1165 | 0.1347 | 0 |
Buy And Hold Return (%) | 22.1617 | 22.1617 | 22.1617 | 22.1617 | 22.1617 | 22.1617 |
Max Trade Drawdown | -256732 | -249094 | -153153 | -1502850 | -912247 | -1413186 |
Profit Factor | 1.3388 | 1.8806 | 0.8386 | 0.9767 | 1.5473 | 0.6084 |
Total Trades | 161 | 81 | 80 | 161 | 81 | 80 |
Winning Trades | 83 | 44 | 39 | 83 | 44 | 39 |
Losing Trades | 78 | 37 | 41 | 78 | 37 | 41 |
Profitability (%) | 51.5528 | 54.321 | 48.75 | 51.5528 | 54.321 | 48.75 |
Ratio Avg Win / Avg Loss | 1.2582 | 1.5814 | 0.8816 | 0.9179 | 1.3011 | 0.6396 |
Largest Winning Trade | 222315 | 222315 | 49547 | 686010 | 686010 | 287453 |
Largest Losing Trade | -72759 | -51182 | -72759 | -640395 | -426075 | -640395 |
Avg Bars in Trades | 118 | 132 | 104 | 118 | 132 | 104 |
Avg Bars in Winners | 136 | 130 | 144 | 136 | 130 | 144 |
Avg Bars in Losers | 98 | 133 | 66 | 98 | 133 | 66 |
Bars Traded | 19049 | 10694 | 8355 | 19049 | 10694 | 8355 |
Profit Streak | 0 | 0 | 510.5705 | 0 | 0 | 510.5705 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325360 | 10060 | -600138 | -579733 | -22611 | -600138 |
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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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