Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 247190.8655 | 310370.7578 | -63179.8923 | -100718.8986 | 160511.8289 | -261230.7274 |
Total P&L (%) | 247.1909 | 310.3708 | -63.1799 | -100.7189 | 160.5118 | -261.2307 |
Avg Daily Profit (%) | 0.1286 | 0.1615 | -0.0329 | 0 | 0.0498 | 0 |
Buy And Hold Return (%) | 28.5085 | 28.5085 | 28.5085 | 28.5085 | 28.5085 | 28.5085 |
Max Trade Drawdown | -199053 | -111305 | -278280 | -354575 | -22410 | -386292 |
Profit Factor | 1.1653 | 1.5322 | 0.9307 | 0.8117 | 3.6837 | 0.4501 |
Total Trades | 266 | 133 | 133 | 266 | 133 | 133 |
Winning Trades | 135 | 67 | 68 | 138 | 69 | 69 |
Losing Trades | 131 | 66 | 65 | 128 | 64 | 64 |
Profitability (%) | 50.7519 | 50.3759 | 51.1278 | 51.8797 | 51.8797 | 51.8797 |
Ratio Avg Win / Avg Loss | 1.1308 | 1.5093 | 0.8897 | 0.7529 | 3.4168 | 0.4175 |
Largest Winning Trade | 86607 | 86607 | 42428 | 76342 | 76342 | 53415 |
Largest Losing Trade | -104960 | -32569 | -104960 | -304614 | -16759 | -304614 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 15 | 14 | 15 | 13 | 13 | 13 |
Avg Bars in Losers | 13 | 14 | 12 | 15 | 14 | 15 |
Bars Traded | 3792 | 1912 | 1880 | 3792 | 1912 | 1880 |
Profit Streak | 10.2712 | 17.2712 | 0 | 0 | 0 | 20.2712 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -57567 | 381604 | -580555 | -578865 | -120113 | -579903 |
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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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