Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 245175.2616 | 273703.4876 | -28528.226 | 16111.4209 | 89669.7959 | -73558.3751 |
Total P&L (%) | 245.1753 | 273.7035 | -28.5282 | 16.1114 | 89.6698 | -73.5584 |
Avg Daily Profit (%) | 0.1736 | 0.1938 | -0.0202 | 0.0106 | 0.0453 | -0.0941 |
Buy And Hold Return (%) | 24.5525 | 24.5525 | 24.5525 | 24.5525 | 24.5525 | 24.5525 |
Max Trade Drawdown | -138722 | -97753 | -142060 | -110201 | -58977 | -115212 |
Profit Factor | 1.2138 | 1.5855 | 0.958 | 1.0225 | 1.3084 | 0.8264 |
Total Trades | 245 | 123 | 122 | 245 | 123 | 122 |
Winning Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Losing Trades | 134 | 68 | 66 | 134 | 68 | 66 |
Profitability (%) | 45.3061 | 44.7154 | 45.9016 | 45.3061 | 44.7154 | 45.9016 |
Ratio Avg Win / Avg Loss | 1.4653 | 1.9602 | 1.1291 | 1.2344 | 1.6176 | 0.974 |
Largest Winning Trade | 67867 | 67867 | 53939 | 26913 | 26913 | 25959 |
Largest Losing Trade | -30603 | -27409 | -30603 | -22306 | -13945 | -22306 |
Avg Bars in Trades | 11 | 11 | 11 | 11 | 11 | 11 |
Avg Bars in Winners | 15 | 13 | 16 | 15 | 13 | 16 |
Avg Bars in Losers | 8 | 8 | 7 | 8 | 8 | 7 |
Bars Traded | 2775 | 1360 | 1415 | 2775 | 1360 | 1415 |
Profit Streak | 0 | 0 | 507.2665 | 0 | 0 | 507.2665 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 240717 | 306092 | -579697 | -540473 | -135659 | -581364 |
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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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