Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 195829.8266 | 311708.9063 | -115879.0798 | -97945.7781 | 10184.6176 | -108130.3958 |
Total P&L (%) | 195.8298 | 311.7089 | -115.8791 | -97.9458 | 10.1846 | -108.1304 |
Avg Daily Profit (%) | 0.1034 | 0.1646 | -0.0612 | -0.205 | 0.0051 | 0 |
Buy And Hold Return (%) | 29.3508 | 29.3508 | 29.3508 | 29.3508 | 29.3508 | 29.3508 |
Max Trade Drawdown | -391449 | -197457 | -248097 | -1273435 | -1213710 | -617277 |
Profit Factor | 1.0866 | 1.2788 | 0.8985 | 0.9799 | 1.0037 | 0.9497 |
Total Trades | 604 | 302 | 302 | 604 | 302 | 302 |
Winning Trades | 360 | 179 | 181 | 360 | 179 | 181 |
Losing Trades | 244 | 123 | 121 | 244 | 123 | 121 |
Profitability (%) | 59.6026 | 59.2715 | 59.9338 | 59.6026 | 59.2715 | 59.9338 |
Ratio Avg Win / Avg Loss | 0.7365 | 0.8787 | 0.6007 | 0.6641 | 0.6897 | 0.6349 |
Largest Winning Trade | 56394 | 56394 | 31849 | 294486 | 294486 | 198081 |
Largest Losing Trade | -93086 | -47530 | -93086 | -604141 | -452405 | -604141 |
Avg Bars in Trades | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Winners | 7 | 6 | 7 | 7 | 6 | 7 |
Avg Bars in Losers | 12 | 13 | 11 | 12 | 13 | 11 |
Bars Traded | 5668 | 2870 | 2798 | 5668 | 2870 | 2798 |
Profit Streak | 0 | 12.9036 | 0 | 0 | 12.9036 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -177355 | 313903 | -578188 | -576099 | -566713 | -578188 |
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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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