Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 271636.2996 | 250515.3067 | 21120.9929 | -209880.1138 | 174224.2055 | -384104.3193 |
Total P&L (%) | 271.6363 | 250.5153 | 21.121 | -209.8801 | 174.2242 | -384.1043 |
Avg Daily Profit (%) | 0.2608 | 0.2405 | 0.0203 | 0 | 0.0969 | 0 |
Buy And Hold Return (%) | 54.4906 | 54.4906 | 54.4906 | 54.4906 | 54.4906 | 54.4906 |
Max Trade Drawdown | -124855 | -41067 | -124855 | -541082 | -73788 | -552303 |
Profit Factor | 1.399 | 2.0012 | 1.0491 | 0.812 | 1.6033 | 0.5357 |
Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Winning Trades | 147 | 70 | 77 | 115 | 55 | 60 |
Losing Trades | 60 | 33 | 27 | 92 | 48 | 44 |
Profitability (%) | 71.0145 | 67.9612 | 74.0385 | 55.5556 | 53.3981 | 57.6923 |
Ratio Avg Win / Avg Loss | 0.571 | 0.9434 | 0.3679 | 0.6496 | 1.3992 | 0.3929 |
Largest Winning Trade | 41396 | 41396 | 26908 | 68373 | 57414 | 68373 |
Largest Losing Trade | -124855 | -29503 | -124855 | -333128 | -21478 | -333128 |
Avg Bars in Trades | 117 | 119 | 116 | 117 | 119 | 116 |
Avg Bars in Winners | 82 | 81 | 83 | 105 | 109 | 101 |
Avg Bars in Losers | 203 | 198 | 209 | 132 | 129 | 135 |
Bars Traded | 24360 | 12263 | 12097 | 24360 | 12263 | 12097 |
Profit Streak | 0 | 0 | 0 | 17.4233 | 18.59 | 17.4233 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346460 | 346575 | -496661 | -577907 | -63910 | -579489 |
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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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