Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 284926.194 | 354459.1439 | -69532.9499 | -95871.6544 | 322121.9478 | -417993.6022 |
Total P&L (%) | 284.9262 | 354.4591 | -69.533 | -95.8717 | 322.1219 | -417.9936 |
Avg Daily Profit (%) | 0.1483 | 0.1845 | -0.0362 | -0.1657 | 0.075 | 0 |
Buy And Hold Return (%) | 43.3346 | 43.3346 | 43.3346 | 43.3346 | 43.3346 | 43.3346 |
Max Trade Drawdown | -201883 | -170510 | -200104 | -357923 | -41464 | -488587 |
Profit Factor | 1.1711 | 1.5017 | 0.9275 | 0.886 | 3.2695 | 0.4022 |
Total Trades | 303 | 151 | 152 | 303 | 151 | 152 |
Winning Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Losing Trades | 166 | 82 | 84 | 166 | 82 | 84 |
Profitability (%) | 45.2145 | 45.6954 | 44.7368 | 45.2145 | 45.6954 | 44.7368 |
Ratio Avg Win / Avg Loss | 1.419 | 1.7847 | 1.1457 | 1.0736 | 3.8855 | 0.4968 |
Largest Winning Trade | 134769 | 134769 | 43442 | 105431 | 70635 | 105431 |
Largest Losing Trade | -96443 | -31353 | -96443 | -290034 | -29919 | -290034 |
Avg Bars in Trades | 12 | 13 | 11 | 12 | 13 | 11 |
Avg Bars in Winners | 14 | 14 | 15 | 14 | 14 | 15 |
Avg Bars in Losers | 10 | 12 | 8 | 10 | 12 | 8 |
Bars Traded | 3800 | 2029 | 1771 | 3800 | 2029 | 1771 |
Profit Streak | 0 | 17.2712 | 0 | 0 | 17.2712 | 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 | -27709 | 335688 | -580639 | -579109 | -87179 | -582306 |
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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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