Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 253700.9121 | 306255.7756 | -52554.8635 | -184219.0234 | 17580.2885 | -201799.3118 |
Total P&L (%) | 253.7009 | 306.2558 | -52.5549 | -184.219 | 17.5803 | -201.7993 |
Avg Daily Profit (%) | 0.1373 | 0.1658 | -0.0284 | 0 | 0.0088 | 0 |
Buy And Hold Return (%) | 39.267 | 39.267 | 39.267 | 39.267 | 39.267 | 39.267 |
Max Trade Drawdown | -252275 | -33615 | -316483 | -217273 | -61579 | -211441 |
Profit Factor | 1.2718 | 2.0265 | 0.9172 | 0.6411 | 1.1022 | 0.4087 |
Total Trades | 225 | 113 | 112 | 225 | 113 | 112 |
Winning Trades | 109 | 57 | 52 | 112 | 63 | 49 |
Losing Trades | 116 | 56 | 60 | 113 | 50 | 63 |
Profitability (%) | 48.4444 | 50.4425 | 46.4286 | 49.7778 | 55.7522 | 43.75 |
Ratio Avg Win / Avg Loss | 1.3535 | 1.9909 | 1.0584 | 0.6468 | 0.8748 | 0.5255 |
Largest Winning Trade | 69750 | 55788 | 69750 | 17844 | 17844 | 13081 |
Largest Losing Trade | -114512 | -22884 | -114512 | -40771 | -23491 | -40771 |
Avg Bars in Trades | 45 | 17 | 73 | 45 | 17 | 73 |
Avg Bars in Winners | 64 | 15 | 118 | 26 | 18 | 37 |
Avg Bars in Losers | 27 | 19 | 34 | 63 | 16 | 101 |
Bars Traded | 10232 | 1990 | 8242 | 10232 | 1990 | 8242 |
Profit Streak | 0 | 0 | 75.5265 | 69.3598 | 69.5265 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -9602 | 405401 | -580198 | -579128 | -455296 | -583464 |
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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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