Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 225383.6827 | 348278.7778 | -122895.0951 | -111307.7737 | 148863.7881 | -260171.5618 |
Total P&L (%) | 225.3837 | 348.2788 | -122.8951 | -111.3078 | 148.8638 | -260.1716 |
Avg Daily Profit (%) | 0.1165 | 0.18 | -0.0635 | 0 | 0.0471 | 0 |
Buy And Hold Return (%) | 13.0869 | 13.0869 | 13.0869 | 13.0869 | 13.0869 | 13.0869 |
Max Trade Drawdown | -270562 | -191935 | -305128 | -294981 | -132757 | -298103 |
Profit Factor | 1.1532 | 1.5015 | 0.8418 | 0.8588 | 1.5709 | 0.507 |
Total Trades | 241 | 121 | 120 | 241 | 121 | 120 |
Winning Trades | 121 | 60 | 61 | 126 | 68 | 58 |
Losing Trades | 120 | 61 | 59 | 115 | 53 | 62 |
Profitability (%) | 50.2075 | 49.5868 | 50.8333 | 52.2822 | 56.1983 | 48.3333 |
Ratio Avg Win / Avg Loss | 1.1437 | 1.5265 | 0.8142 | 0.7839 | 1.2244 | 0.5419 |
Largest Winning Trade | 119968 | 119968 | 34331 | 74668 | 74668 | 45120 |
Largest Losing Trade | -131303 | -59979 | -131303 | -130699 | -117578 | -130699 |
Avg Bars in Trades | 94 | 99 | 88 | 94 | 99 | 88 |
Avg Bars in Winners | 92 | 96 | 89 | 93 | 101 | 84 |
Avg Bars in Losers | 95 | 102 | 87 | 94 | 97 | 92 |
Bars Traded | 22672 | 12037 | 10635 | 22672 | 12037 | 10635 |
Profit Streak | 0 | 0 | 0 | 37.111 | 37.111 | 45.6943 |
Trades During Streak | 0 | 0 | 0 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -88207 | 341389 | -580905 | -577715 | -126660 | -580673 |
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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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