Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 382984.2505 | 367249.9509 | 15734.2996 | 101958.7014 | 348736.0946 | -246777.3932 |
Total P&L (%) | 382.9843 | 367.25 | 15.7343 | 101.9587 | 348.7361 | -246.7774 |
Avg Daily Profit (%) | 0.2055 | 0.197 | 0.0084 | 0.0377 | 0.0806 | 0 |
Buy And Hold Return (%) | 13.0249 | 13.0249 | 13.0249 | 13.0249 | 13.0249 | 13.0249 |
Max Trade Drawdown | -140742 | -99914 | -163832 | -674307 | -442012 | -579225 |
Profit Factor | 1.3194 | 1.6612 | 1.0244 | 1.0252 | 1.1917 | 0.8892 |
Total Trades | 329 | 165 | 164 | 329 | 165 | 164 |
Winning Trades | 149 | 71 | 78 | 149 | 71 | 78 |
Losing Trades | 180 | 94 | 86 | 180 | 94 | 86 |
Profitability (%) | 45.2888 | 43.0303 | 47.561 | 45.2888 | 43.0303 | 47.561 |
Ratio Avg Win / Avg Loss | 1.5939 | 2.1994 | 1.1295 | 1.2385 | 1.5778 | 0.9804 |
Largest Winning Trade | 178238 | 178238 | 41681 | 277352 | 277352 | 127928 |
Largest Losing Trade | -30143 | -18556 | -30143 | -247841 | -99707 | -247841 |
Avg Bars in Trades | 22 | 20 | 23 | 22 | 20 | 23 |
Avg Bars in Winners | 27 | 25 | 30 | 27 | 25 | 30 |
Avg Bars in Losers | 17 | 17 | 17 | 17 | 17 | 17 |
Bars Traded | 7338 | 3441 | 3897 | 7338 | 3441 | 3897 |
Profit Streak | 0 | 0 | 6.8915 | 0 | 0 | 6.8915 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329314 | 310266 | -475927 | -335150 | -95981 | -580459 |
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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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