Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 353271.4536 | 378945.8132 | -25674.3596 | -1574.2418 | 105838.7381 | -107412.9799 |
Total P&L (%) | 353.2715 | 378.9458 | -25.6744 | -1.5742 | 105.8387 | -107.413 |
Avg Daily Profit (%) | 0.207 | 0.222 | -0.015 | -0.0009 | 0.0423 | 0 |
Buy And Hold Return (%) | 91.2257 | 91.2257 | 91.2257 | 91.2257 | 91.2257 | 91.2257 |
Max Trade Drawdown | -133834 | -98835 | -80960 | -484335 | -420976 | -206774 |
Profit Factor | 1.4517 | 1.7307 | 0.9025 | 0.9991 | 1.0836 | 0.791 |
Total Trades | 261 | 130 | 131 | 261 | 130 | 131 |
Winning Trades | 143 | 74 | 69 | 143 | 74 | 69 |
Losing Trades | 118 | 56 | 62 | 118 | 56 | 62 |
Profitability (%) | 54.7893 | 56.9231 | 52.6718 | 54.7893 | 56.9231 | 52.6718 |
Ratio Avg Win / Avg Loss | 1.1979 | 1.3097 | 0.811 | 0.8244 | 0.82 | 0.7108 |
Largest Winning Trade | 277189 | 277189 | 17983 | 355482 | 355482 | 18750 |
Largest Losing Trade | -48198 | -48198 | -20643 | -254925 | -254925 | -69561 |
Avg Bars in Trades | 25 | 46 | 3 | 25 | 46 | 3 |
Avg Bars in Winners | 24 | 43 | 3 | 24 | 43 | 3 |
Avg Bars in Losers | 26 | 50 | 4 | 26 | 50 | 4 |
Bars Traded | 6607 | 6101 | 506 | 6607 | 6101 | 506 |
Profit Streak | 0 | 88.0757 | 0 | 0 | 88.0757 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310332 | 357973 | -580360 | -578513 | -380535 | -580360 |
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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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