Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 701941.9573 | 730915.8458 | -28973.8885 | -30132.0658 | 123432.9063 | -153564.9721 |
Total P&L (%) | 701.942 | 730.9158 | -28.9739 | -30.1321 | 123.4329 | -153.565 |
Avg Daily Profit (%) | 0.3669 | 0.3821 | -0.0151 | -0.0187 | 0.042 | 0 |
Buy And Hold Return (%) | 37.7226 | 37.7226 | 37.7226 | 37.7226 | 37.7226 | 37.7226 |
Max Trade Drawdown | -273574 | -208566 | -92590 | -886780 | -560125 | -387474 |
Profit Factor | 1.8322 | 2.896 | 0.9367 | 0.9824 | 1.1601 | 0.8375 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 82 | 38 | 44 | 82 | 38 | 44 |
Losing Trades | 150 | 78 | 72 | 150 | 78 | 72 |
Profitability (%) | 35.3448 | 32.7586 | 37.931 | 35.3448 | 32.7586 | 37.931 |
Ratio Avg Win / Avg Loss | 3.3517 | 5.9445 | 1.5328 | 1.7971 | 2.3812 | 1.3704 |
Largest Winning Trade | 754848 | 754848 | 50541 | 646827 | 646827 | 177281 |
Largest Losing Trade | -34439 | -20878 | -34439 | -272597 | -128646 | -272597 |
Avg Bars in Trades | 15 | 15 | 16 | 15 | 15 | 16 |
Avg Bars in Winners | 20 | 24 | 17 | 20 | 24 | 17 |
Avg Bars in Losers | 12 | 10 | 15 | 12 | 10 | 15 |
Bars Traded | 3627 | 1747 | 1880 | 3627 | 1747 | 1880 |
Profit Streak | 0 | 12.6511 | 0 | 0 | 12.6511 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314411 | 326298 | -582661 | -582207 | -189022 | -583772 |
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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) |
---|