Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 279088.6716 | 318007.9192 | -38919.2476 | -46522.5574 | 90329.5063 | -136852.0637 |
Total P&L (%) | 279.0887 | 318.0079 | -38.9192 | -46.5226 | 90.3295 | -136.8521 |
Avg Daily Profit (%) | 0.1977 | 0.2253 | -0.0276 | -0.0443 | 0.0456 | 0 |
Buy And Hold Return (%) | 20.342 | 20.342 | 20.342 | 20.342 | 20.342 | 20.342 |
Max Trade Drawdown | -301972 | -207771 | -137685 | -485266 | -289792 | -247144 |
Profit Factor | 1.2106 | 1.4091 | 0.9289 | 0.9731 | 1.086 | 0.798 |
Total Trades | 406 | 203 | 203 | 406 | 203 | 203 |
Winning Trades | 196 | 92 | 104 | 196 | 92 | 104 |
Losing Trades | 210 | 111 | 99 | 210 | 111 | 99 |
Profitability (%) | 48.2759 | 45.3202 | 51.2315 | 48.2759 | 45.3202 | 51.2315 |
Ratio Avg Win / Avg Loss | 1.2971 | 1.7001 | 0.8843 | 1.0426 | 1.3102 | 0.7596 |
Largest Winning Trade | 190556 | 190556 | 43984 | 274103 | 274103 | 50595 |
Largest Losing Trade | -43457 | -28610 | -43457 | -108948 | -91439 | -108948 |
Avg Bars in Trades | 41 | 65 | 17 | 41 | 65 | 17 |
Avg Bars in Winners | 52 | 89 | 19 | 52 | 89 | 19 |
Avg Bars in Losers | 31 | 45 | 15 | 31 | 45 | 15 |
Bars Traded | 16845 | 13288 | 3557 | 16845 | 13288 | 3557 |
Profit Streak | 452.567 | 452.817 | 0 | 452.567 | 452.817 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330335 | 322959 | -579833 | -577074 | -260511 | -579833 |
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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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