Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 201954.2427 | 223192.4911 | -21238.2485 | -13459.1772 | 89413.3448 | -102872.522 |
Total P&L (%) | 201.9542 | 223.1925 | -21.2382 | -13.4592 | 89.4133 | -102.8725 |
Avg Daily Profit (%) | 0.1651 | 0.1825 | -0.0174 | -0.0118 | 0.0522 | 0 |
Buy And Hold Return (%) | 43.3269 | 43.3269 | 43.3269 | 43.3269 | 43.3269 | 43.3269 |
Max Trade Drawdown | -175518 | -133860 | -89178 | -594114 | -472631 | -335960 |
Profit Factor | 1.2164 | 1.4788 | 0.9546 | 0.9957 | 1.0585 | 0.9356 |
Total Trades | 344 | 172 | 172 | 344 | 172 | 172 |
Winning Trades | 167 | 82 | 85 | 167 | 82 | 85 |
Losing Trades | 177 | 90 | 87 | 177 | 90 | 87 |
Profitability (%) | 48.5465 | 47.6744 | 49.4186 | 48.5465 | 47.6744 | 49.4186 |
Ratio Avg Win / Avg Loss | 1.2892 | 1.6231 | 0.977 | 1.0553 | 1.1618 | 0.9576 |
Largest Winning Trade | 168929 | 168929 | 31344 | 328745 | 328745 | 144044 |
Largest Losing Trade | -19333 | -19333 | -18164 | -107206 | -78557 | -107206 |
Avg Bars in Trades | 41 | 37 | 46 | 41 | 37 | 46 |
Avg Bars in Winners | 50 | 42 | 58 | 50 | 42 | 58 |
Avg Bars in Losers | 33 | 32 | 34 | 33 | 32 | 34 |
Bars Traded | 14359 | 6387 | 7971 | 14359 | 6387 | 7971 |
Profit Streak | 3.9462 | 14.0295 | 3.9462 | 3.9462 | 14.0295 | 3.9462 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 240645 | 308299 | -580928 | -577687 | -285753 | -580928 |
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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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