Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 236618.8953 | 280776.0555 | -44157.1602 | -59622.8073 | 102033.5395 | -161656.3468 |
Total P&L (%) | 236.6189 | 280.7761 | -44.1572 | -59.6228 | 102.0335 | -161.6563 |
Avg Daily Profit (%) | 0.1676 | 0.1989 | -0.0313 | -0.0642 | 0.0498 | 0 |
Buy And Hold Return (%) | 12.3692 | 12.3692 | 12.3692 | 12.3692 | 12.3692 | 12.3692 |
Max Trade Drawdown | -155922 | -82816 | -185251 | -172497 | -70815 | -223966 |
Profit Factor | 1.1401 | 1.355 | 0.9508 | 0.949 | 1.1945 | 0.749 |
Total Trades | 413 | 207 | 206 | 413 | 207 | 206 |
Winning Trades | 229 | 111 | 118 | 229 | 111 | 118 |
Losing Trades | 184 | 96 | 88 | 184 | 96 | 88 |
Profitability (%) | 55.4479 | 53.6232 | 57.2816 | 55.4479 | 53.6232 | 57.2816 |
Ratio Avg Win / Avg Loss | 0.9161 | 1.1719 | 0.7091 | 0.7625 | 1.033 | 0.5586 |
Largest Winning Trade | 92809 | 92809 | 46458 | 59590 | 59590 | 27891 |
Largest Losing Trade | -48111 | -37354 | -48111 | -65557 | -48710 | -65557 |
Avg Bars in Trades | 13 | 14 | 13 | 13 | 14 | 13 |
Avg Bars in Winners | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Losers | 15 | 16 | 13 | 15 | 16 | 13 |
Bars Traded | 5596 | 2908 | 2688 | 5596 | 2908 | 2688 |
Profit Streak | 0 | 0 | 473.4742 | 0 | 0 | 473.4742 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -57577 | 335047 | -578448 | -577635 | -131728 | -578448 |
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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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