Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 409014.5924 | 535928.4465 | -126913.8542 | -89570.863 | 290331.9352 | -379902.7981 |
Total P&L (%) | 409.0146 | 535.9284 | -126.9139 | -89.5709 | 290.3319 | -379.9028 |
Avg Daily Profit (%) | 0.2215 | 0.2902 | -0.0687 | -0.1223 | 0.0738 | 0 |
Buy And Hold Return (%) | 162.1911 | 162.1911 | 162.1911 | 162.1911 | 162.1911 | 162.1911 |
Max Trade Drawdown | -255722 | -125941 | -251693 | -390946 | -101902 | -370352 |
Profit Factor | 1.2746 | 1.803 | 0.8456 | 0.8791 | 2.2188 | 0.2443 |
Total Trades | 292 | 146 | 146 | 292 | 146 | 146 |
Winning Trades | 145 | 68 | 77 | 145 | 68 | 77 |
Losing Trades | 147 | 78 | 69 | 147 | 78 | 69 |
Profitability (%) | 49.6575 | 46.5753 | 52.7397 | 49.6575 | 46.5753 | 52.7397 |
Ratio Avg Win / Avg Loss | 1.2922 | 2.0681 | 0.7578 | 0.8912 | 2.5451 | 0.2189 |
Largest Winning Trade | 183850 | 183850 | 49300 | 159839 | 159839 | 16779 |
Largest Losing Trade | -73825 | -49177 | -73825 | -130444 | -49071 | -130444 |
Avg Bars in Trades | 37 | 40 | 34 | 37 | 40 | 34 |
Avg Bars in Winners | 45 | 50 | 41 | 45 | 50 | 41 |
Avg Bars in Losers | 28 | 30 | 26 | 28 | 30 | 26 |
Bars Traded | 10819 | 5841 | 4978 | 10819 | 5841 | 4978 |
Profit Streak | 0 | 28.8043 | 0 | 0 | 28.8043 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 201291 | 320263 | -580590 | -579383 | -98992 | -580590 |
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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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