Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 282695.6439 | 303122.7524 | -20427.1086 | -41436.1418 | 107720.534 | -149156.6758 |
Total P&L (%) | 282.6956 | 303.1228 | -20.4271 | -41.4361 | 107.7205 | -149.1567 |
Avg Daily Profit (%) | 0.1516 | 0.1625 | -0.011 | -0.0287 | 0.0392 | 0 |
Buy And Hold Return (%) | 11.6659 | 11.6659 | 11.6659 | 11.6659 | 11.6659 | 11.6659 |
Max Trade Drawdown | -235792 | -177103 | -144014 | -1080655 | -750486 | -826990 |
Profit Factor | 1.2195 | 1.5084 | 0.9705 | 0.9915 | 1.0463 | 0.9412 |
Total Trades | 275 | 137 | 138 | 275 | 137 | 138 |
Winning Trades | 130 | 63 | 67 | 130 | 63 | 67 |
Losing Trades | 145 | 74 | 71 | 145 | 74 | 71 |
Profitability (%) | 47.2727 | 45.9854 | 48.5507 | 47.2727 | 45.9854 | 48.5507 |
Ratio Avg Win / Avg Loss | 1.3602 | 1.7718 | 1.0284 | 1.1059 | 1.229 | 0.9973 |
Largest Winning Trade | 135145 | 135145 | 37417 | 220970 | 220970 | 154158 |
Largest Losing Trade | -57370 | -42948 | -57370 | -567988 | -221311 | -567988 |
Avg Bars in Trades | 13 | 15 | 11 | 13 | 15 | 11 |
Avg Bars in Winners | 14 | 14 | 13 | 14 | 14 | 13 |
Avg Bars in Losers | 12 | 15 | 8 | 12 | 15 | 8 |
Bars Traded | 3619 | 2056 | 1563 | 3619 | 2056 | 1563 |
Profit Streak | 14.7923 | 19.7923 | 14.7923 | 14.7923 | 19.7923 | 14.7923 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307009 | 318648 | -578997 | -577382 | -311082 | -580663 |
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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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