Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 312589.2743 | 254382.5845 | 58206.6898 | 268772.9489 | 269987.941 | -1214.9921 |
Total P&L (%) | 312.5893 | 254.3826 | 58.2067 | 268.7729 | 269.9879 | -1.215 |
Avg Daily Profit (%) | 0.2572 | 0.2093 | 0.0479 | 0.1074 | 0.1077 | -0.001 |
Buy And Hold Return (%) | 36.4108 | 36.4108 | 36.4108 | 36.4108 | 36.4108 | 36.4108 |
Max Trade Drawdown | -70843 | -48354 | -124402 | -161694 | -136408 | -244967 |
Profit Factor | 1.308 | 1.5525 | 1.105 | 1.1417 | 1.3131 | 0.9988 |
Total Trades | 265 | 132 | 133 | 265 | 132 | 133 |
Winning Trades | 122 | 59 | 63 | 122 | 59 | 63 |
Losing Trades | 143 | 73 | 70 | 143 | 73 | 70 |
Profitability (%) | 46.0377 | 44.697 | 47.3684 | 46.0377 | 44.697 | 47.3684 |
Ratio Avg Win / Avg Loss | 1.5332 | 1.9209 | 1.2278 | 1.3382 | 1.6247 | 1.1098 |
Largest Winning Trade | 70733 | 70733 | 25416 | 81201 | 81201 | 57821 |
Largest Losing Trade | -33778 | -27389 | -33778 | -66610 | -66610 | -57280 |
Avg Bars in Trades | 13 | 12 | 14 | 13 | 12 | 14 |
Avg Bars in Winners | 14 | 12 | 17 | 14 | 12 | 17 |
Avg Bars in Losers | 12 | 11 | 12 | 12 | 11 | 12 |
Bars Traded | 3559 | 1610 | 1949 | 3559 | 1610 | 1949 |
Profit Streak | 7.0662 | 0 | 10.7328 | 7.0662 | 0 | 10.7328 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365781 | 303880 | -243847 | -113428 | -49909 | -579411 |
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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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