Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 252339.556 | 340819.5563 | -88480.0003 | -130656.5104 | 20317.6898 | -150974.2001 |
Total P&L (%) | 252.3396 | 340.8196 | -88.48 | -130.6565 | 20.3177 | -150.9742 |
Avg Daily Profit (%) | 0.1313 | 0.1774 | -0.0461 | 0 | 0.0096 | 0 |
Buy And Hold Return (%) | 55.7191 | 55.7191 | 55.7191 | 55.7191 | 55.7191 | 55.7191 |
Max Trade Drawdown | -237599 | -115001 | -266201 | -429351 | -158701 | -295318 |
Profit Factor | 1.1853 | 1.5482 | 0.8804 | 0.8867 | 1.0364 | 0.7459 |
Total Trades | 260 | 130 | 130 | 260 | 130 | 130 |
Winning Trades | 135 | 61 | 74 | 124 | 70 | 54 |
Losing Trades | 125 | 69 | 56 | 136 | 60 | 76 |
Profitability (%) | 51.9231 | 46.9231 | 56.9231 | 47.6923 | 53.8462 | 41.5385 |
Ratio Avg Win / Avg Loss | 1.0975 | 1.7513 | 0.6663 | 0.9725 | 0.8883 | 1.0498 |
Largest Winning Trade | 105578 | 105578 | 50672 | 85763 | 82085 | 85763 |
Largest Losing Trade | -139497 | -39558 | -139497 | -53255 | -53255 | -50227 |
Avg Bars in Trades | 21 | 22 | 21 | 21 | 22 | 21 |
Avg Bars in Winners | 20 | 21 | 19 | 23 | 23 | 24 |
Avg Bars in Losers | 23 | 23 | 24 | 20 | 21 | 18 |
Bars Traded | 5701 | 2932 | 2769 | 5701 | 2932 | 2769 |
Profit Streak | 44.5802 | 44.5802 | 75.2468 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -32750 | 338773 | -578439 | -580037 | -527359 | -582333 |
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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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