Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 473904.2691 | 550392.0533 | -76487.7842 | 33376.8697 | 447069.2057 | -413692.336 |
Total P&L (%) | 473.9043 | 550.3921 | -76.4878 | 33.3769 | 447.0692 | -413.6923 |
Avg Daily Profit (%) | 0.2176 | 0.2527 | -0.0351 | 0.0132 | 0.0781 | 0 |
Buy And Hold Return (%) | 133.871 | 133.871 | 133.871 | 133.871 | 133.871 | 133.871 |
Max Trade Drawdown | -199877 | -181091 | -94947 | -2166175 | -1810982 | -680065 |
Profit Factor | 1.4009 | 1.6409 | 0.7633 | 1.0048 | 1.0829 | 0.7456 |
Total Trades | 355 | 177 | 178 | 355 | 177 | 178 |
Winning Trades | 226 | 133 | 93 | 226 | 133 | 93 |
Losing Trades | 129 | 44 | 85 | 129 | 44 | 85 |
Profitability (%) | 63.662 | 75.1412 | 52.2472 | 63.662 | 75.1412 | 52.2472 |
Ratio Avg Win / Avg Loss | 0.7997 | 0.5428 | 0.6976 | 0.5735 | 0.3583 | 0.6815 |
Largest Winning Trade | 203489 | 203489 | 12402 | 603422 | 603422 | 127743 |
Largest Losing Trade | -72125 | -72125 | -31529 | -843797 | -843797 | -253094 |
Avg Bars in Trades | 35 | 69 | 2 | 35 | 69 | 2 |
Avg Bars in Winners | 17 | 28 | 1 | 17 | 28 | 1 |
Avg Bars in Losers | 67 | 193 | 2 | 67 | 193 | 2 |
Bars Traded | 12714 | 12315 | 399 | 12714 | 12315 | 399 |
Profit Streak | 0 | 5.558 | 0 | 0 | 5.558 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 280860 | 397101 | -579832 | -554284 | -218164 | -579832 |
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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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