Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 277925.2938 | 332343.2054 | -54417.9115 | -16484.0831 | 156294.5112 | -172778.5942 |
Total P&L (%) | 277.9253 | 332.3432 | -54.4179 | -16.4841 | 156.2945 | -172.7786 |
Avg Daily Profit (%) | 0.1504 | 0.1799 | -0.0295 | -0.0097 | 0.051 | 0 |
Buy And Hold Return (%) | 50.9991 | 50.9991 | 50.9991 | 50.9991 | 50.9991 | 50.9991 |
Max Trade Drawdown | -147785 | -74501 | -253230 | -236834 | -121222 | -234681 |
Profit Factor | 1.2474 | 1.8652 | 0.9264 | 0.9879 | 1.3258 | 0.8048 |
Total Trades | 335 | 168 | 167 | 335 | 168 | 167 |
Winning Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Losing Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Profitability (%) | 47.4627 | 47.619 | 47.3054 | 47.4627 | 47.619 | 47.3054 |
Ratio Avg Win / Avg Loss | 1.3807 | 2.0517 | 1.032 | 1.0935 | 1.4584 | 0.8965 |
Largest Winning Trade | 225203 | 225203 | 69145 | 100351 | 100351 | 42458 |
Largest Losing Trade | -36741 | -14089 | -36741 | -38636 | -21971 | -38636 |
Avg Bars in Trades | 32 | 15 | 48 | 32 | 15 | 48 |
Avg Bars in Winners | 47 | 19 | 76 | 47 | 19 | 76 |
Avg Bars in Losers | 18 | 12 | 23 | 18 | 12 | 23 |
Bars Traded | 10724 | 2609 | 8114 | 10724 | 2609 | 8114 |
Profit Streak | 0 | 0 | 34.0211 | 0 | 0 | 34.0211 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 240867 | 372356 | -579298 | -578346 | -128008 | -580965 |
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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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