Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 373726.4451 | 340414.213 | 33312.2322 | 207633.9249 | 401779.1574 | -194145.2324 |
Total P&L (%) | 373.7264 | 340.4142 | 33.3122 | 207.6339 | 401.7792 | -194.1452 |
Avg Daily Profit (%) | 0.1566 | 0.1427 | 0.014 | 0.0471 | 0.0676 | 0 |
Buy And Hold Return (%) | 53.16 | 53.16 | 53.16 | 53.16 | 53.16 | 53.16 |
Max Trade Drawdown | -132868 | -124259 | -91538 | -1263685 | -1195030 | -546684 |
Profit Factor | 1.3044 | 1.5897 | 1.0512 | 1.0335 | 1.1353 | 0.9399 |
Total Trades | 375 | 188 | 187 | 375 | 188 | 187 |
Winning Trades | 187 | 91 | 96 | 187 | 91 | 96 |
Losing Trades | 188 | 97 | 91 | 188 | 97 | 91 |
Profitability (%) | 49.8667 | 48.4043 | 51.3369 | 49.8667 | 48.4043 | 51.3369 |
Ratio Avg Win / Avg Loss | 1.3114 | 1.6945 | 0.9965 | 1.039 | 1.2101 | 0.891 |
Largest Winning Trade | 102205 | 102205 | 56708 | 389184 | 278961 | 389184 |
Largest Losing Trade | -32828 | -27933 | -32828 | -330383 | -330383 | -218982 |
Avg Bars in Trades | 37 | 32 | 42 | 37 | 32 | 42 |
Avg Bars in Winners | 49 | 42 | 57 | 49 | 42 | 57 |
Avg Bars in Losers | 24 | 23 | 26 | 24 | 23 | 26 |
Bars Traded | 13980 | 6115 | 7866 | 13980 | 6115 | 7866 |
Profit Streak | 24.5075 | 30.6742 | 0 | 24.5075 | 30.6742 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353291 | 45873 | -505232 | -313536 | -173069 | -580181 |
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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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