Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 302563.0095 | 442004.121 | -139441.1115 | -102696.7205 | 310862.5508 | -413559.2713 |
Total P&L (%) | 302.563 | 442.0041 | -139.4411 | -102.6967 | 310.8626 | -413.5593 |
Avg Daily Profit (%) | 0.1614 | 0.2358 | -0.0744 | 0 | 0.0754 | 0 |
Buy And Hold Return (%) | 83.6432 | 83.6432 | 83.6432 | 83.6432 | 83.6432 | 83.6432 |
Max Trade Drawdown | -462812 | -217822 | -274477 | -1661935 | -700636 | -998340 |
Profit Factor | 1.1965 | 1.5685 | 0.8171 | 0.9536 | 1.3417 | 0.6826 |
Total Trades | 310 | 155 | 155 | 310 | 155 | 155 |
Winning Trades | 139 | 68 | 71 | 176 | 89 | 87 |
Losing Trades | 171 | 87 | 84 | 134 | 66 | 68 |
Profitability (%) | 44.8387 | 43.871 | 45.8065 | 56.7742 | 57.4194 | 56.129 |
Ratio Avg Win / Avg Loss | 1.472 | 2.0068 | 0.9667 | 0.726 | 0.995 | 0.5336 |
Largest Winning Trade | 303021 | 303021 | 38277 | 462280 | 462280 | 378853 |
Largest Losing Trade | -112164 | -42711 | -112164 | -998340 | -663594 | -998340 |
Avg Bars in Trades | 22 | 25 | 20 | 22 | 25 | 20 |
Avg Bars in Winners | 25 | 29 | 20 | 22 | 22 | 21 |
Avg Bars in Losers | 21 | 22 | 20 | 24 | 28 | 20 |
Bars Traded | 7115 | 3919 | 3196 | 7115 | 3919 | 3196 |
Profit Streak | 5.7807 | 5.7807 | 20.2807 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 51181 | 304976 | -581319 | -578000 | -94548 | -579449 |
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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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