Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 311891.6657 | 288829.3476 | 23062.3182 | 90999.2995 | 213169.348 | -122170.0485 |
Total P&L (%) | 311.8917 | 288.8293 | 23.0623 | 90.9993 | 213.1693 | -122.17 |
Avg Daily Profit (%) | 0.2208 | 0.2045 | 0.0163 | 0.0458 | 0.0809 | 0 |
Buy And Hold Return (%) | 12.3692 | 12.3692 | 12.3692 | 12.3692 | 12.3692 | 12.3692 |
Max Trade Drawdown | -129442 | -98372 | -139268 | -324293 | -331420 | -275226 |
Profit Factor | 1.2785 | 1.5402 | 1.0394 | 1.0431 | 1.2104 | 0.8886 |
Total Trades | 283 | 142 | 141 | 283 | 142 | 141 |
Winning Trades | 188 | 99 | 89 | 188 | 99 | 89 |
Losing Trades | 95 | 43 | 52 | 95 | 43 | 52 |
Profitability (%) | 66.4311 | 69.7183 | 63.1206 | 66.4311 | 69.7183 | 63.1206 |
Ratio Avg Win / Avg Loss | 0.6461 | 0.669 | 0.6073 | 0.5271 | 0.5257 | 0.5192 |
Largest Winning Trade | 34050 | 32072 | 34050 | 68563 | 68563 | 45320 |
Largest Losing Trade | -47436 | -47436 | -47327 | -143976 | -143976 | -139909 |
Avg Bars in Trades | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Winners | 6 | 7 | 6 | 6 | 7 | 6 |
Avg Bars in Losers | 15 | 16 | 14 | 15 | 16 | 14 |
Bars Traded | 2777 | 1415 | 1362 | 2777 | 1415 | 1362 |
Profit Streak | 0 | 0 | 506.6546 | 0 | 0 | 506.6546 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359027 | 367211 | -354903 | -302576 | -84477 | -578019 |
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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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