Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 388558.789 | 376578.8368 | 11979.9522 | 144986.5685 | 232406.9339 | -87420.3654 |
Total P&L (%) | 388.5588 | 376.5788 | 11.98 | 144.9866 | 232.4069 | -87.4204 |
Avg Daily Profit (%) | 0.2752 | 0.2667 | 0.0085 | 0.0635 | 0.0851 | -0.1467 |
Buy And Hold Return (%) | 66.9757 | 66.9757 | 66.9757 | 66.9757 | 66.9757 | 66.9757 |
Max Trade Drawdown | -96362 | -106559 | -90860 | -208560 | -141372 | -163167 |
Profit Factor | 1.4164 | 1.7899 | 1.0263 | 1.1319 | 1.3962 | 0.8295 |
Total Trades | 257 | 129 | 128 | 257 | 129 | 128 |
Winning Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Losing Trades | 142 | 72 | 70 | 142 | 72 | 70 |
Profitability (%) | 44.7471 | 44.186 | 45.3125 | 44.7471 | 44.186 | 45.3125 |
Ratio Avg Win / Avg Loss | 1.749 | 2.2609 | 1.2386 | 1.3977 | 1.7637 | 1.0011 |
Largest Winning Trade | 175414 | 175414 | 48015 | 200620 | 200620 | 42396 |
Largest Losing Trade | -27483 | -27483 | -27302 | -47085 | -40058 | -47085 |
Avg Bars in Trades | 16 | 18 | 13 | 16 | 18 | 13 |
Avg Bars in Winners | 23 | 29 | 17 | 23 | 29 | 17 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 4128 | 2426 | 1702 | 4128 | 2426 | 1702 |
Profit Streak | 0 | 0 | 502.4892 | 0 | 0 | 502.4892 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322222 | 305010 | -539345 | -189805 | -82436 | -579534 |
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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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