Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 273730.2624 | 321014.8883 | -47284.626 | -46230.9985 | 79524.045 | -125755.0435 |
Total P&L (%) | 273.7303 | 321.0149 | -47.2846 | -46.231 | 79.524 | -125.755 |
Avg Daily Profit (%) | 0.147 | 0.1724 | -0.0254 | -0.0333 | 0.0314 | 0 |
Buy And Hold Return (%) | 35.4053 | 35.4053 | 35.4053 | 35.4053 | 35.4053 | 35.4053 |
Max Trade Drawdown | -217275 | -199367 | -53599 | -962516 | -850921 | -137185 |
Profit Factor | 1.3014 | 1.4242 | 0.6876 | 0.9821 | 1.0362 | 0.6798 |
Total Trades | 255 | 127 | 128 | 255 | 127 | 128 |
Winning Trades | 135 | 69 | 66 | 135 | 69 | 66 |
Losing Trades | 120 | 58 | 62 | 120 | 58 | 62 |
Profitability (%) | 52.9412 | 54.3307 | 51.5625 | 52.9412 | 54.3307 | 51.5625 |
Ratio Avg Win / Avg Loss | 1.1568 | 1.1971 | 0.6459 | 0.873 | 0.871 | 0.6386 |
Largest Winning Trade | 241712 | 241712 | 6067 | 331120 | 331120 | 37892 |
Largest Losing Trade | -56500 | -56500 | -16459 | -450330 | -450330 | -44692 |
Avg Bars in Trades | 86 | 169 | 3 | 86 | 169 | 3 |
Avg Bars in Winners | 61 | 118 | 3 | 61 | 118 | 3 |
Avg Bars in Losers | 113 | 231 | 3 | 113 | 231 | 3 |
Bars Traded | 21932 | 21547 | 385 | 21932 | 21547 | 385 |
Profit Streak | 92.0902 | 92.0902 | 136.2568 | 92.0902 | 92.0902 | 136.2568 |
Trades During Streak | 7 | 3 | 5 | 7 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 234547 | 357552 | -579096 | -577534 | -336782 | -579096 |
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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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