Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 376995.1536 | 371264.7461 | 5730.4075 | 66645.9206 | 203628.6377 | -136982.7171 |
Total P&L (%) | 376.9952 | 371.2647 | 5.7304 | 66.6459 | 203.6286 | -136.9827 |
Avg Daily Profit (%) | 0.181 | 0.1783 | 0.0028 | 0.0245 | 0.0533 | 0 |
Buy And Hold Return (%) | 16.9597 | 16.9597 | 16.9597 | 16.9597 | 16.9597 | 16.9597 |
Max Trade Drawdown | -144014 | -126799 | -111254 | -1312347 | -1094309 | -484665 |
Profit Factor | 1.2953 | 1.531 | 1.0099 | 1.0122 | 1.0652 | 0.9415 |
Total Trades | 312 | 156 | 156 | 312 | 156 | 156 |
Winning Trades | 144 | 69 | 75 | 144 | 69 | 75 |
Losing Trades | 168 | 87 | 81 | 168 | 87 | 81 |
Profitability (%) | 46.1538 | 44.2308 | 48.0769 | 46.1538 | 44.2308 | 48.0769 |
Ratio Avg Win / Avg Loss | 1.5112 | 1.9304 | 1.0907 | 1.1809 | 1.3431 | 1.0168 |
Largest Winning Trade | 139026 | 139026 | 38550 | 630555 | 630555 | 160755 |
Largest Losing Trade | -35993 | -32982 | -35993 | -377612 | -377612 | -260346 |
Avg Bars in Trades | 78 | 84 | 73 | 78 | 84 | 73 |
Avg Bars in Winners | 99 | 107 | 92 | 99 | 107 | 92 |
Avg Bars in Losers | 60 | 65 | 55 | 60 | 65 | 55 |
Bars Traded | 24550 | 13136 | 11414 | 24550 | 13136 | 11414 |
Profit Streak | 0 | 0 | 34.9509 | 0 | 0 | 34.9509 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315397 | 290181 | -564471 | -369366 | -272469 | -579055 |
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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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