Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 221025.2892 | 278344.8571 | -57319.568 | -65788.1231 | 255181.0583 | -320969.1815 |
Total P&L (%) | 221.0253 | 278.3449 | -57.3196 | -65.7881 | 255.1811 | -320.9692 |
Avg Daily Profit (%) | 0.1192 | 0.1501 | -0.0309 | -0.0578 | 0.0684 | 0 |
Buy And Hold Return (%) | 31.5841 | 31.5841 | 31.5841 | 31.5841 | 31.5841 | 31.5841 |
Max Trade Drawdown | -171030 | -177074 | -259872 | -221127 | -63617 | -385475 |
Profit Factor | 1.1472 | 1.4159 | 0.9311 | 0.9183 | 2.0463 | 0.4281 |
Total Trades | 377 | 188 | 189 | 377 | 188 | 189 |
Winning Trades | 181 | 87 | 94 | 181 | 87 | 94 |
Losing Trades | 196 | 101 | 95 | 196 | 101 | 95 |
Profitability (%) | 48.0106 | 46.2766 | 49.7355 | 48.0106 | 46.2766 | 49.7355 |
Ratio Avg Win / Avg Loss | 1.2423 | 1.6437 | 0.941 | 0.9944 | 2.3755 | 0.4326 |
Largest Winning Trade | 52870 | 52870 | 41658 | 56092 | 56092 | 23005 |
Largest Losing Trade | -60537 | -44516 | -60537 | -137045 | -25253 | -137045 |
Avg Bars in Trades | 14 | 12 | 16 | 14 | 12 | 16 |
Avg Bars in Winners | 15 | 12 | 18 | 15 | 12 | 18 |
Avg Bars in Losers | 13 | 11 | 15 | 13 | 11 | 15 |
Bars Traded | 5424 | 2283 | 3141 | 5424 | 2283 | 3141 |
Profit Streak | 9.3973 | 0 | 18.3973 | 9.3973 | 0 | 18.3973 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -90337 | 300816 | -579103 | -578636 | -98508 | -579103 |
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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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