Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 334795.2885 | 379123.4838 | -44328.1953 | -27883.183 | 313042.3647 | -340925.5477 |
Total P&L (%) | 334.7953 | 379.1235 | -44.3282 | -27.8832 | 313.0424 | -340.9255 |
Avg Daily Profit (%) | 0.1806 | 0.2046 | -0.0239 | -0.0176 | 0.0766 | 0 |
Buy And Hold Return (%) | 30.8337 | 30.8337 | 30.8337 | 30.8337 | 30.8337 | 30.8337 |
Max Trade Drawdown | -178134 | -143904 | -164130 | -465831 | -217119 | -480818 |
Profit Factor | 1.2996 | 1.7527 | 0.9278 | 0.9841 | 1.4573 | 0.6807 |
Total Trades | 251 | 126 | 125 | 251 | 126 | 125 |
Winning Trades | 119 | 56 | 63 | 119 | 56 | 63 |
Losing Trades | 132 | 70 | 62 | 132 | 70 | 62 |
Profitability (%) | 47.4104 | 44.4444 | 50.4 | 47.4104 | 44.4444 | 50.4 |
Ratio Avg Win / Avg Loss | 1.4416 | 2.1908 | 0.9131 | 1.0916 | 1.8216 | 0.6699 |
Largest Winning Trade | 275467 | 275467 | 54780 | 276906 | 276906 | 164541 |
Largest Losing Trade | -32930 | -25623 | -32930 | -107288 | -53792 | -107288 |
Avg Bars in Trades | 21 | 18 | 24 | 21 | 18 | 24 |
Avg Bars in Winners | 26 | 20 | 31 | 26 | 20 | 31 |
Avg Bars in Losers | 16 | 16 | 17 | 16 | 16 | 17 |
Bars Traded | 5388 | 2274 | 3114 | 5388 | 2274 | 3114 |
Profit Streak | 0 | 0 | 38.7599 | 0 | 0 | 38.7599 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 292354 | 319700 | -579163 | -578527 | -90671 | -579163 |
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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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