Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 389283.7309 | 342201.2123 | 47082.5186 | 68791.4477 | 126396.8466 | -57605.3989 |
Total P&L (%) | 389.2837 | 342.2012 | 47.0825 | 68.7914 | 126.3968 | -57.6054 |
Avg Daily Profit (%) | 0.203 | 0.1785 | 0.0246 | 0.0273 | 0.0426 | -0.0447 |
Buy And Hold Return (%) | 14.314 | 14.314 | 14.314 | 14.314 | 14.314 | 14.314 |
Max Trade Drawdown | -114283 | -107186 | -234077 | -148956 | -93443 | -220485 |
Profit Factor | 1.2453 | 1.4877 | 1.0532 | 1.0701 | 1.2868 | 0.8936 |
Total Trades | 486 | 243 | 243 | 486 | 243 | 243 |
Winning Trades | 205 | 96 | 109 | 205 | 96 | 109 |
Losing Trades | 281 | 147 | 134 | 281 | 147 | 134 |
Profitability (%) | 42.1811 | 39.5062 | 44.856 | 42.1811 | 39.5062 | 44.856 |
Ratio Avg Win / Avg Loss | 1.7069 | 2.278 | 1.2947 | 1.4668 | 1.9704 | 1.0985 |
Largest Winning Trade | 116354 | 116354 | 39757 | 64113 | 64113 | 22354 |
Largest Losing Trade | -51819 | -34867 | -51819 | -85696 | -43039 | -85696 |
Avg Bars in Trades | 46 | 47 | 45 | 46 | 47 | 45 |
Avg Bars in Winners | 67 | 72 | 63 | 67 | 72 | 63 |
Avg Bars in Losers | 31 | 31 | 30 | 31 | 31 | 30 |
Bars Traded | 22594 | 11635 | 10959 | 22594 | 11635 | 10959 |
Profit Streak | 8.6348 | 0 | 15.3848 | 8.6348 | 0 | 15.3848 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312370 | 230897 | -325164 | -301203 | -138221 | -579324 |
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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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