Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 239818.4755 | 226762.9794 | 13055.4961 | 53172.9355 | 117999.4958 | -64826.5604 |
Total P&L (%) | 239.8185 | 226.763 | 13.0555 | 53.1729 | 117.9995 | -64.8266 |
Avg Daily Profit (%) | 0.1923 | 0.1818 | 0.0105 | 0.0342 | 0.0625 | -0.0837 |
Buy And Hold Return (%) | 19.161 | 19.161 | 19.161 | 19.161 | 19.161 | 19.161 |
Max Trade Drawdown | -148349 | -86605 | -150137 | -128454 | -97818 | -155810 |
Profit Factor | 1.2634 | 1.4948 | 1.0289 | 1.0818 | 1.3947 | 0.8152 |
Total Trades | 253 | 126 | 127 | 253 | 126 | 127 |
Winning Trades | 137 | 62 | 75 | 137 | 62 | 75 |
Losing Trades | 116 | 64 | 52 | 116 | 64 | 52 |
Profitability (%) | 54.1502 | 49.2063 | 59.0551 | 54.1502 | 49.2063 | 59.0551 |
Ratio Avg Win / Avg Loss | 1.0698 | 1.543 | 0.7134 | 0.916 | 1.4397 | 0.5652 |
Largest Winning Trade | 33806 | 33806 | 17328 | 31618 | 31618 | 24602 |
Largest Losing Trade | -66526 | -52201 | -66526 | -85199 | -85199 | -70416 |
Avg Bars in Trades | 28 | 43 | 12 | 28 | 43 | 12 |
Avg Bars in Winners | 21 | 32 | 12 | 21 | 32 | 12 |
Avg Bars in Losers | 36 | 54 | 14 | 36 | 54 | 14 |
Bars Traded | 7108 | 5460 | 1648 | 7108 | 5460 | 1648 |
Profit Streak | 3.9386 | 0 | 17.1053 | 3.9386 | 0 | 17.1053 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334010 | 335612 | -533246 | -280830 | -109901 | -578973 |
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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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