Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 300767.5048 | 274639.5706 | 26127.9342 | 221824.4757 | 348161.8675 | -126337.3918 |
Total P&L (%) | 300.7675 | 274.6396 | 26.1279 | 221.8245 | 348.1619 | -126.3374 |
Avg Daily Profit (%) | 0.2472 | 0.2257 | 0.0215 | 0.0961 | 0.1234 | 0 |
Buy And Hold Return (%) | 35.9481 | 35.9481 | 35.9481 | 35.9481 | 35.9481 | 35.9481 |
Max Trade Drawdown | -88591 | -70297 | -80875 | -310915 | -332164 | -396598 |
Profit Factor | 1.276 | 1.5081 | 1.0476 | 1.0628 | 1.1961 | 0.928 |
Total Trades | 418 | 209 | 209 | 418 | 209 | 209 |
Winning Trades | 186 | 95 | 91 | 186 | 95 | 91 |
Losing Trades | 232 | 114 | 118 | 232 | 114 | 118 |
Profitability (%) | 44.4976 | 45.4545 | 43.5407 | 44.4976 | 45.4545 | 43.5407 |
Ratio Avg Win / Avg Loss | 1.5916 | 1.8098 | 1.3584 | 1.3257 | 1.4353 | 1.2034 |
Largest Winning Trade | 82787 | 82787 | 35861 | 191844 | 191844 | 71516 |
Largest Losing Trade | -30979 | -21226 | -30979 | -80253 | -80253 | -78405 |
Avg Bars in Trades | 33 | 35 | 31 | 33 | 35 | 31 |
Avg Bars in Winners | 48 | 48 | 48 | 48 | 48 | 48 |
Avg Bars in Losers | 21 | 24 | 18 | 21 | 24 | 18 |
Bars Traded | 13994 | 7364 | 6630 | 13994 | 7364 | 6630 |
Profit Streak | 0 | 0 | 11.2941 | 0 | 0 | 11.2941 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328251 | 326838 | -499481 | -216563 | -34345 | -580449 |
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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) |
---|