Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 564847.851 | 573945.592 | -9097.741 | 97801.6827 | 246003.1881 | -148201.5054 |
Total P&L (%) | 564.8479 | 573.9456 | -9.0977 | 97.8017 | 246.0032 | -148.2015 |
Avg Daily Profit (%) | 0.305 | 0.3099 | -0.0049 | 0.0368 | 0.067 | 0 |
Buy And Hold Return (%) | 55.3372 | 55.3372 | 55.3372 | 55.3372 | 55.3372 | 55.3372 |
Max Trade Drawdown | -182831 | -153501 | -177683 | -220131 | -139033 | -301104 |
Profit Factor | 1.3646 | 1.7534 | 0.9884 | 1.0524 | 1.277 | 0.8488 |
Total Trades | 313 | 156 | 157 | 313 | 156 | 157 |
Winning Trades | 122 | 56 | 66 | 122 | 56 | 66 |
Losing Trades | 191 | 100 | 91 | 191 | 100 | 91 |
Profitability (%) | 38.9776 | 35.8974 | 42.0382 | 38.9776 | 35.8974 | 42.0382 |
Ratio Avg Win / Avg Loss | 2.1364 | 3.1311 | 1.3629 | 1.6475 | 2.2803 | 1.1703 |
Largest Winning Trade | 230816 | 230816 | 54856 | 122219 | 122219 | 89183 |
Largest Losing Trade | -36774 | -19261 | -36774 | -64195 | -41467 | -64195 |
Avg Bars in Trades | 70 | 68 | 73 | 70 | 68 | 73 |
Avg Bars in Winners | 116 | 116 | 115 | 116 | 116 | 115 |
Avg Bars in Losers | 41 | 41 | 42 | 41 | 41 | 42 |
Bars Traded | 22157 | 10673 | 11485 | 22157 | 10673 | 11485 |
Profit Streak | 10.7286 | 0 | 12.812 | 10.7286 | 0 | 12.812 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306792 | 254832 | -581329 | -315968 | -109418 | -581329 |
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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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