Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 285959.5702 | 304772.8006 | -18813.2303 | -35044.6662 | 48412.0021 | -83456.6682 |
Total P&L (%) | 285.9596 | 304.7728 | -18.8132 | -35.0447 | 48.412 | -83.4567 |
Avg Daily Profit (%) | 0.1488 | 0.1586 | -0.0098 | -0.0225 | 0.0206 | -0.0936 |
Buy And Hold Return (%) | 19.5786 | 19.5786 | 19.5786 | 19.5786 | 19.5786 | 19.5786 |
Max Trade Drawdown | -169231 | -152378 | -116443 | -657611 | -532296 | -287366 |
Profit Factor | 1.2372 | 1.5534 | 0.9713 | 0.9857 | 1.0412 | 0.9349 |
Total Trades | 291 | 145 | 146 | 291 | 145 | 146 |
Winning Trades | 153 | 79 | 74 | 153 | 79 | 74 |
Losing Trades | 138 | 66 | 72 | 138 | 66 | 72 |
Profitability (%) | 52.5773 | 54.4828 | 50.6849 | 52.5773 | 54.4828 | 50.6849 |
Ratio Avg Win / Avg Loss | 1.1159 | 1.2978 | 0.945 | 0.8891 | 0.8698 | 0.9097 |
Largest Winning Trade | 229885 | 229885 | 43340 | 139285 | 102162 | 139285 |
Largest Losing Trade | -38168 | -33146 | -38168 | -165190 | -165190 | -108896 |
Avg Bars in Trades | 25 | 21 | 29 | 25 | 21 | 29 |
Avg Bars in Winners | 31 | 23 | 40 | 31 | 23 | 40 |
Avg Bars in Losers | 19 | 20 | 18 | 19 | 20 | 18 |
Bars Traded | 7470 | 3148 | 4322 | 7470 | 3148 | 4322 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 269313 | 345202 | -580578 | -578644 | -345356 | -580578 |
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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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