Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 404923.3785 | 429914.454 | -24991.0755 | -12160.7513 | 316277.5316 | -328438.2829 |
Total P&L (%) | 404.9234 | 429.9145 | -24.9911 | -12.1608 | 316.2775 | -328.4383 |
Avg Daily Profit (%) | 0.2106 | 0.2236 | -0.013 | -0.0067 | 0.0742 | 0 |
Buy And Hold Return (%) | 65.8281 | 65.8281 | 65.8281 | 65.8281 | 65.8281 | 65.8281 |
Max Trade Drawdown | -320452 | -218033 | -174441 | -1056500 | -976665 | -694181 |
Profit Factor | 1.2482 | 1.5381 | 0.97 | 0.9975 | 1.1293 | 0.8616 |
Total Trades | 320 | 160 | 160 | 320 | 160 | 160 |
Winning Trades | 165 | 78 | 87 | 165 | 78 | 87 |
Losing Trades | 155 | 82 | 73 | 155 | 82 | 73 |
Profitability (%) | 51.5625 | 48.75 | 54.375 | 51.5625 | 48.75 | 54.375 |
Ratio Avg Win / Avg Loss | 1.1725 | 1.617 | 0.8139 | 0.937 | 1.1872 | 0.723 |
Largest Winning Trade | 126704 | 126704 | 30249 | 336194 | 336194 | 221937 |
Largest Losing Trade | -40384 | -40384 | -34128 | -282135 | -282135 | -228113 |
Avg Bars in Trades | 11 | 11 | 11 | 11 | 11 | 11 |
Avg Bars in Winners | 11 | 12 | 11 | 11 | 12 | 11 |
Avg Bars in Losers | 11 | 11 | 11 | 11 | 11 | 11 |
Bars Traded | 3814 | 1915 | 1899 | 3814 | 1915 | 1899 |
Profit Streak | 0 | 55.1245 | 0 | 0 | 55.1245 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326407 | 421214 | -579650 | -578624 | -172156 | -579650 |
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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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