Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 398340.9478 | 400450.8619 | -2109.9141 | 85349.1339 | 136240.458 | -50891.3242 |
Total P&L (%) | 398.3409 | 400.4509 | -2.1099 | 85.3491 | 136.2405 | -50.8913 |
Avg Daily Profit (%) | 0.2166 | 0.2178 | -0.0011 | 0.0336 | 0.0468 | -0.0387 |
Buy And Hold Return (%) | 27.2891 | 27.2891 | 27.2891 | 27.2891 | 27.2891 | 27.2891 |
Max Trade Drawdown | -131448 | -136262 | -50167 | -707105 | -729022 | -210658 |
Profit Factor | 1.3796 | 1.5174 | 0.9923 | 1.0251 | 1.0533 | 0.9399 |
Total Trades | 283 | 141 | 142 | 283 | 141 | 142 |
Winning Trades | 129 | 63 | 66 | 129 | 63 | 66 |
Losing Trades | 154 | 78 | 76 | 154 | 78 | 76 |
Profitability (%) | 45.583 | 44.6809 | 46.4789 | 45.583 | 44.6809 | 46.4789 |
Ratio Avg Win / Avg Loss | 1.6469 | 1.8787 | 1.1427 | 1.2237 | 1.3041 | 1.0824 |
Largest Winning Trade | 136797 | 136797 | 17111 | 358400 | 358400 | 73356 |
Largest Losing Trade | -46089 | -46089 | -25727 | -241893 | -241893 | -146609 |
Avg Bars in Trades | 24 | 46 | 3 | 24 | 46 | 3 |
Avg Bars in Winners | 25 | 47 | 4 | 25 | 47 | 4 |
Avg Bars in Losers | 24 | 44 | 3 | 24 | 44 | 3 |
Bars Traded | 7045 | 6502 | 543 | 7045 | 6502 | 543 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341451 | 289717 | -580380 | -343952 | -295941 | -580380 |
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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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