Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 271038.9044 | 342694.0465 | -71655.1421 | -84921.9396 | 111034.2724 | -195956.2119 |
Total P&L (%) | 271.0389 | 342.694 | -71.6551 | -84.9219 | 111.0343 | -195.9562 |
Avg Daily Profit (%) | 0.1429 | 0.1806 | -0.0378 | -0.0997 | 0.0394 | 0 |
Buy And Hold Return (%) | 19.1388 | 19.1388 | 19.1388 | 19.1388 | 19.1388 | 19.1388 |
Max Trade Drawdown | -184262 | -132991 | -187895 | -205125 | -78466 | -204134 |
Profit Factor | 1.1148 | 1.2911 | 0.9394 | 0.9317 | 1.2014 | 0.7165 |
Total Trades | 632 | 316 | 316 | 632 | 316 | 316 |
Winning Trades | 381 | 187 | 194 | 381 | 187 | 194 |
Losing Trades | 251 | 129 | 122 | 251 | 129 | 122 |
Profitability (%) | 60.2848 | 59.1772 | 61.3924 | 60.2848 | 59.1772 | 61.3924 |
Ratio Avg Win / Avg Loss | 0.7344 | 0.8906 | 0.5908 | 0.6138 | 0.8287 | 0.4506 |
Largest Winning Trade | 95215 | 95215 | 36545 | 30081 | 29096 | 30081 |
Largest Losing Trade | -61822 | -36439 | -61822 | -91674 | -29774 | -91674 |
Avg Bars in Trades | 12 | 12 | 11 | 12 | 12 | 11 |
Avg Bars in Winners | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Losers | 17 | 17 | 16 | 17 | 17 | 16 |
Bars Traded | 7584 | 3983 | 3601 | 7584 | 3983 | 3601 |
Profit Streak | 0 | 0 | 24.6304 | 0 | 0 | 24.6304 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -93288 | 301772 | -576461 | -575865 | -140729 | -576461 |
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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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