Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 315105.3679 | 357213.6723 | -42108.3044 | -23156.002 | 868107.2119 | -891263.2139 |
Total P&L (%) | 315.1054 | 357.2137 | -42.1083 | -23.156 | 868.1072 | -891.2632 |
Avg Daily Profit (%) | 0.1697 | 0.1923 | -0.0227 | -0.0142 | 0.1223 | 0 |
Buy And Hold Return (%) | 78.2393 | 78.2393 | 78.2393 | 78.2393 | 78.2393 | 78.2393 |
Max Trade Drawdown | -347802 | -254419 | -136145 | -8714933 | -6187170 | -2915995 |
Profit Factor | 1.2051 | 1.4768 | 0.9465 | 0.999 | 1.0719 | 0.927 |
Total Trades | 333 | 167 | 166 | 333 | 167 | 166 |
Winning Trades | 161 | 78 | 83 | 161 | 78 | 83 |
Losing Trades | 172 | 89 | 83 | 172 | 89 | 83 |
Profitability (%) | 48.3483 | 46.7066 | 50 | 48.3483 | 46.7066 | 50 |
Ratio Avg Win / Avg Loss | 1.2875 | 1.685 | 0.9465 | 1.0673 | 1.223 | 0.927 |
Largest Winning Trade | 137761 | 137761 | 41873 | 1487004 | 1487004 | 854237 |
Largest Losing Trade | -33475 | -25188 | -33475 | -2897876 | -1284608 | -2897876 |
Avg Bars in Trades | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Winners | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 5385 | 2700 | 2686 | 5385 | 2700 | 2686 |
Profit Streak | 21.9445 | 27.2779 | 21.9445 | 21.9445 | 27.2779 | 21.9445 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 270412 | 303863 | -579636 | -576267 | -170447 | -579636 |
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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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