Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 382578.2037 | 364299.4168 | 18278.7869 | 23915.0085 | 207303.9543 | -183388.9458 |
Total P&L (%) | 382.5782 | 364.2994 | 18.2788 | 23.915 | 207.304 | -183.3889 |
Avg Daily Profit (%) | 0.1999 | 0.1903 | 0.0096 | 0.0112 | 0.0587 | 0 |
Buy And Hold Return (%) | 26.6283 | 26.6283 | 26.6283 | 26.6283 | 26.6283 | 26.6283 |
Max Trade Drawdown | -150985 | -145889 | -146976 | -410345 | -243881 | -341253 |
Profit Factor | 1.2438 | 1.5503 | 1.0201 | 1.0088 | 1.1815 | 0.8828 |
Total Trades | 321 | 160 | 161 | 321 | 160 | 161 |
Winning Trades | 142 | 73 | 69 | 142 | 73 | 69 |
Losing Trades | 179 | 87 | 92 | 179 | 87 | 92 |
Profitability (%) | 44.2368 | 45.625 | 42.8571 | 44.2368 | 45.625 | 42.8571 |
Ratio Avg Win / Avg Loss | 1.5679 | 1.8476 | 1.3602 | 1.2717 | 1.4081 | 1.1771 |
Largest Winning Trade | 138759 | 138759 | 40105 | 150171 | 150171 | 74211 |
Largest Losing Trade | -41220 | -22431 | -41220 | -128409 | -84159 | -128409 |
Avg Bars in Trades | 11 | 11 | 12 | 11 | 11 | 12 |
Avg Bars in Winners | 16 | 15 | 17 | 16 | 15 | 17 |
Avg Bars in Losers | 8 | 8 | 7 | 8 | 8 | 7 |
Bars Traded | 3778 | 1847 | 1932 | 3778 | 1847 | 1932 |
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 | 294722 | 328393 | -546427 | -554741 | -136611 | -581323 |
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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) |
---|