Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 200258.7672 | 330609.5236 | -130350.7564 | -147610.149 | 281887.2814 | -429497.4304 |
Total P&L (%) | 200.2588 | 330.6095 | -130.3508 | -147.6101 | 281.8873 | -429.4974 |
Avg Daily Profit (%) | 0.1043 | 0.1721 | -0.0679 | 0 | 0.0698 | 0 |
Buy And Hold Return (%) | 22.2653 | 22.2653 | 22.2653 | 22.2653 | 22.2653 | 22.2653 |
Max Trade Drawdown | -221241 | -81042 | -234009 | -990506 | -415830 | -841036 |
Profit Factor | 1.1487 | 1.5981 | 0.8359 | 0.9622 | 1.1629 | 0.8022 |
Total Trades | 237 | 118 | 119 | 237 | 118 | 119 |
Winning Trades | 131 | 66 | 65 | 131 | 69 | 62 |
Losing Trades | 106 | 52 | 54 | 106 | 49 | 57 |
Profitability (%) | 55.2743 | 55.9322 | 54.6218 | 55.2743 | 58.4746 | 52.1008 |
Ratio Avg Win / Avg Loss | 0.9295 | 1.2591 | 0.6944 | 0.7786 | 0.8258 | 0.7375 |
Largest Winning Trade | 116610 | 116610 | 65333 | 164059 | 161665 | 164059 |
Largest Losing Trade | -151238 | -28853 | -151238 | -366061 | -183089 | -366061 |
Avg Bars in Trades | 47 | 35 | 58 | 47 | 35 | 58 |
Avg Bars in Winners | 46 | 31 | 61 | 40 | 31 | 50 |
Avg Bars in Losers | 48 | 41 | 56 | 55 | 41 | 68 |
Bars Traded | 11198 | 4189 | 7009 | 11198 | 4189 | 7009 |
Profit Streak | 0 | 21.6046 | 0 | 15.2713 | 0 | 16.6046 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -110523 | 373210 | -580416 | -578270 | -141923 | -580170 |
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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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