Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 326285.8457 | 384367.5692 | -58081.7235 | -38816.7344 | 429067.9921 | -467884.7265 |
Total P&L (%) | 326.2858 | 384.3676 | -58.0817 | -38.8167 | 429.068 | -467.8847 |
Avg Daily Profit (%) | 0.176 | 0.2073 | -0.0313 | -0.0265 | 0.0899 | 0 |
Buy And Hold Return (%) | 24.0723 | 24.0723 | 24.0723 | 24.0723 | 24.0723 | 24.0723 |
Max Trade Drawdown | -252305 | -154448 | -134053 | -1222044 | -708013 | -904152 |
Profit Factor | 1.2976 | 1.7743 | 0.9032 | 0.9902 | 1.2691 | 0.802 |
Total Trades | 235 | 118 | 117 | 235 | 118 | 117 |
Winning Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Losing Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Profitability (%) | 46.383 | 46.6102 | 46.1538 | 46.383 | 46.6102 | 46.1538 |
Ratio Avg Win / Avg Loss | 1.5 | 2.0323 | 1.0537 | 1.1446 | 1.4537 | 0.9356 |
Largest Winning Trade | 204644 | 204644 | 66884 | 507401 | 388932 | 507401 |
Largest Losing Trade | -37653 | -21148 | -37653 | -433302 | -181241 | -433302 |
Avg Bars in Trades | 22 | 19 | 26 | 22 | 19 | 26 |
Avg Bars in Winners | 26 | 20 | 32 | 26 | 20 | 32 |
Avg Bars in Losers | 19 | 17 | 21 | 19 | 17 | 21 |
Bars Traded | 5391 | 2246 | 3145 | 5391 | 2246 | 3145 |
Profit Streak | 0 | 0 | 40.0158 | 0 | 0 | 40.0158 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313090 | 351604 | -579063 | -579010 | -74350 | -580730 |
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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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