Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 155700.8729 | 215277.7956 | -59576.9227 | -116485.7769 | -5309.1831 | -111176.5937 |
Total P&L (%) | 155.7009 | 215.2778 | -59.5769 | -116.4858 | -5.3092 | -111.1766 |
Avg Daily Profit (%) | 0.1285 | 0.1777 | -0.0492 | 0 | -0.0045 | 0 |
Buy And Hold Return (%) | 11.8341 | 11.8341 | 11.8341 | 11.8341 | 11.8341 | 11.8341 |
Max Trade Drawdown | -169387 | -62742 | -223612 | -112701 | -23867 | -93225 |
Profit Factor | 1.0975 | 1.3548 | 0.9399 | 0.5745 | 0.9352 | 0.4202 |
Total Trades | 516 | 258 | 258 | 516 | 258 | 258 |
Winning Trades | 290 | 143 | 147 | 221 | 114 | 107 |
Losing Trades | 226 | 115 | 111 | 295 | 144 | 151 |
Profitability (%) | 56.2016 | 55.4264 | 56.9767 | 42.8295 | 44.186 | 41.4729 |
Ratio Avg Win / Avg Loss | 0.8553 | 1.0895 | 0.7097 | 0.7668 | 1.1814 | 0.593 |
Largest Winning Trade | 27609 | 22084 | 27609 | 7891 | 7891 | 4728 |
Largest Losing Trade | -110037 | -22312 | -110037 | -61441 | -4988 | -61441 |
Avg Bars in Trades | 13 | 11 | 15 | 13 | 11 | 15 |
Avg Bars in Winners | 12 | 9 | 14 | 15 | 14 | 16 |
Avg Bars in Losers | 15 | 14 | 16 | 12 | 9 | 14 |
Bars Traded | 7012 | 2988 | 4024 | 7012 | 2988 | 4024 |
Profit Streak | 0 | 0 | 8.4348 | 3.9348 | 8.1015 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -132643 | 346496 | -577677 | -580872 | -578892 | -582744 |
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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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