Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 210576.7427 | 209807.4062 | 769.3365 | -175190.6269 | -8923.1236 | -166267.5034 |
Total P&L (%) | 210.5767 | 209.8074 | 0.7693 | -175.1906 | -8.9231 | -166.2675 |
Avg Daily Profit (%) | 0.2022 | 0.2014 | 0.0007 | 0 | -0.009 | 0 |
Buy And Hold Return (%) | 39.6613 | 39.6613 | 39.6613 | 39.6613 | 39.6613 | 39.6613 |
Max Trade Drawdown | -128773 | -45017 | -143779 | -222266 | -50432 | -204360 |
Profit Factor | 1.2461 | 1.6491 | 1.0014 | 0.7111 | 0.9606 | 0.5621 |
Total Trades | 324 | 162 | 162 | 324 | 162 | 162 |
Winning Trades | 191 | 86 | 105 | 163 | 82 | 81 |
Losing Trades | 133 | 76 | 57 | 161 | 80 | 81 |
Profitability (%) | 58.9506 | 53.0864 | 64.8148 | 50.3086 | 50.6173 | 50 |
Ratio Avg Win / Avg Loss | 0.8677 | 1.4573 | 0.5436 | 0.7024 | 0.9372 | 0.5621 |
Largest Winning Trade | 40015 | 40015 | 19469 | 40317 | 25865 | 40317 |
Largest Losing Trade | -128773 | -27255 | -128773 | -56281 | -22644 | -56281 |
Avg Bars in Trades | 76 | 72 | 79 | 76 | 72 | 79 |
Avg Bars in Winners | 60 | 51 | 67 | 69 | 62 | 76 |
Avg Bars in Losers | 99 | 96 | 102 | 82 | 82 | 82 |
Bars Traded | 24682 | 11782 | 12900 | 24682 | 11782 | 12900 |
Profit Streak | 0 | 0 | 0 | 8.5066 | 10.0066 | 8.5066 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 268376 | 331140 | -575989 | -577920 | -579741 | -579813 |
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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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