Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 511657.7584 | 663634.695 | -151976.9366 | -143797.0277 | 8461.7321 | -152258.7598 |
Total P&L (%) | 511.6578 | 663.6347 | -151.9769 | -143.797 | 8.4617 | -152.2588 |
Avg Daily Profit (%) | 0.2299 | 0.2982 | -0.0683 | 0 | 0.0037 | 0 |
Buy And Hold Return (%) | 270.8861 | 270.8861 | 270.8861 | 270.8861 | 270.8861 | 270.8861 |
Max Trade Drawdown | -319170 | -90014 | -376411 | -384442 | -130754 | -277870 |
Profit Factor | 1.2729 | 1.7996 | 0.8546 | 0.8611 | 1.0173 | 0.7207 |
Total Trades | 377 | 188 | 189 | 377 | 188 | 189 |
Winning Trades | 182 | 89 | 93 | 184 | 99 | 85 |
Losing Trades | 195 | 99 | 96 | 193 | 89 | 104 |
Profitability (%) | 48.2759 | 47.3404 | 49.2063 | 48.8064 | 52.6596 | 44.9735 |
Ratio Avg Win / Avg Loss | 1.3638 | 2.0018 | 0.8822 | 0.9032 | 0.9145 | 0.8818 |
Largest Winning Trade | 377016 | 377016 | 37001 | 58823 | 58823 | 34725 |
Largest Losing Trade | -128295 | -53664 | -128295 | -55328 | -50799 | -55328 |
Avg Bars in Trades | 35 | 35 | 35 | 35 | 35 | 35 |
Avg Bars in Winners | 35 | 35 | 35 | 35 | 35 | 34 |
Avg Bars in Losers | 35 | 35 | 35 | 35 | 35 | 35 |
Bars Traded | 13283 | 6625 | 6658 | 13283 | 6625 | 6658 |
Profit Streak | 41.6553 | 41.6553 | 47.6553 | 0 | 0 | 0 |
Trades During Streak | 7 | 3 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 125238 | 331919 | -579164 | -579271 | -556136 | -582298 |
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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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