Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 459767.712 | 581196.0663 | -121428.3543 | -165157.169 | 221498.0253 | -386655.1944 |
Total P&L (%) | 459.7677 | 581.1961 | -121.4284 | -165.1572 | 221.498 | -386.6552 |
Avg Daily Profit (%) | 0.2067 | 0.2612 | -0.0546 | 0 | 0.0525 | 0 |
Buy And Hold Return (%) | 252.5679 | 252.5679 | 252.5679 | 252.5679 | 252.5679 | 252.5679 |
Max Trade Drawdown | -209719 | -124001 | -373688 | -411562 | -168951 | -457792 |
Profit Factor | 1.2259 | 1.6637 | 0.8953 | 0.8823 | 1.3936 | 0.5398 |
Total Trades | 460 | 230 | 230 | 460 | 230 | 230 |
Winning Trades | 241 | 118 | 123 | 216 | 115 | 101 |
Losing Trades | 219 | 112 | 107 | 244 | 115 | 129 |
Profitability (%) | 52.3913 | 51.3043 | 53.4783 | 46.9565 | 50 | 43.913 |
Ratio Avg Win / Avg Loss | 1.114 | 1.5791 | 0.7788 | 0.9967 | 1.3936 | 0.6895 |
Largest Winning Trade | 166321 | 166321 | 39409 | 83474 | 83474 | 37247 |
Largest Losing Trade | -128079 | -56889 | -128079 | -168390 | -157825 | -168390 |
Avg Bars in Trades | 19 | 19 | 19 | 19 | 19 | 19 |
Avg Bars in Winners | 19 | 19 | 19 | 19 | 19 | 19 |
Avg Bars in Losers | 19 | 19 | 19 | 19 | 19 | 19 |
Bars Traded | 8876 | 4438 | 4438 | 8876 | 4438 | 4438 |
Profit Streak | 14.5746 | 14.5746 | 29.0746 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 118383 | 306596 | -578395 | -579279 | -286994 | -582219 |
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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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