Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 358041.3531 | 367492.0585 | -9450.7054 | 44084.576 | 265920.6166 | -221836.0405 |
Total P&L (%) | 358.0414 | 367.4921 | -9.4507 | 44.0846 | 265.9206 | -221.836 |
Avg Daily Profit (%) | 0.167 | 0.1714 | -0.0044 | 0.017 | 0.0605 | 0 |
Buy And Hold Return (%) | 133.7016 | 133.7016 | 133.7016 | 133.7016 | 133.7016 | 133.7016 |
Max Trade Drawdown | -244366 | -113836 | -225667 | -1196113 | -792291 | -658970 |
Profit Factor | 1.2928 | 1.7333 | 0.9869 | 1.0104 | 1.1457 | 0.9085 |
Total Trades | 303 | 152 | 151 | 303 | 152 | 151 |
Winning Trades | 163 | 78 | 85 | 163 | 78 | 85 |
Losing Trades | 140 | 74 | 66 | 140 | 74 | 66 |
Profitability (%) | 53.7954 | 51.3158 | 56.2914 | 53.7954 | 51.3158 | 56.2914 |
Ratio Avg Win / Avg Loss | 1.1104 | 1.6444 | 0.7663 | 0.8678 | 1.087 | 0.7054 |
Largest Winning Trade | 74752 | 74752 | 54835 | 243136 | 199350 | 243136 |
Largest Losing Trade | -74153 | -34643 | -74153 | -352157 | -295853 | -352157 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 13 | 13 | 14 | 13 | 13 | 14 |
Bars Traded | 4279 | 2135 | 2144 | 4279 | 2135 | 2144 |
Profit Streak | 18.7245 | 18.7245 | 54.7245 | 18.7245 | 18.7245 | 54.7245 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 266443 | 308796 | -578044 | -543239 | -178083 | -578044 |
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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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