Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 491205.3402 | 485345.0033 | 5860.3369 | 80207.8907 | 180593.2265 | -100385.3358 |
Total P&L (%) | 491.2053 | 485.345 | 5.8603 | 80.2079 | 180.5932 | -100.3853 |
Avg Daily Profit (%) | 0.1962 | 0.1939 | 0.0023 | 0.0235 | 0.0412 | 0 |
Buy And Hold Return (%) | 10.4012 | 10.4012 | 10.4012 | 10.4012 | 10.4012 | 10.4012 |
Max Trade Drawdown | -118541 | -85175 | -101420 | -704789 | -455666 | -302651 |
Profit Factor | 1.4069 | 1.8087 | 1.0097 | 1.0204 | 1.0928 | 0.9494 |
Total Trades | 237 | 119 | 118 | 237 | 119 | 118 |
Winning Trades | 112 | 55 | 57 | 112 | 55 | 57 |
Losing Trades | 125 | 64 | 61 | 125 | 64 | 61 |
Profitability (%) | 47.2574 | 46.2185 | 48.3051 | 47.2574 | 46.2185 | 48.3051 |
Ratio Avg Win / Avg Loss | 1.5702 | 2.1047 | 1.0805 | 1.1389 | 1.2716 | 1.016 |
Largest Winning Trade | 191966 | 191966 | 55764 | 283357 | 283357 | 191470 |
Largest Losing Trade | -42709 | -42709 | -34575 | -163870 | -129563 | -163870 |
Avg Bars in Trades | 30 | 22 | 37 | 30 | 22 | 37 |
Avg Bars in Winners | 38 | 24 | 51 | 38 | 24 | 51 |
Avg Bars in Losers | 22 | 21 | 24 | 22 | 21 | 24 |
Bars Traded | 7184 | 2729 | 4455 | 7184 | 2729 | 4455 |
Profit Streak | 0 | 0 | 41.4379 | 0 | 0 | 41.4379 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345980 | 344487 | -565721 | -359338 | -257725 | -579461 |
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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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