Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 380508.9948 | 490623.6467 | -110114.6519 | -38147.4145 | 390505.0141 | -428652.4286 |
Total P&L (%) | 380.509 | 490.6236 | -110.1147 | -38.1474 | 390.505 | -428.6524 |
Avg Daily Profit (%) | 0.1826 | 0.2355 | -0.0529 | -0.0231 | 0.0764 | 0 |
Buy And Hold Return (%) | 122.6563 | 122.6563 | 122.6563 | 122.6563 | 122.6563 | 122.6563 |
Max Trade Drawdown | -191816 | -164806 | -238506 | -827611 | -502864 | -627339 |
Profit Factor | 1.2452 | 1.7179 | 0.8732 | 0.9878 | 1.2692 | 0.746 |
Total Trades | 339 | 169 | 170 | 339 | 169 | 170 |
Winning Trades | 169 | 82 | 87 | 169 | 82 | 87 |
Losing Trades | 170 | 87 | 83 | 170 | 87 | 83 |
Profitability (%) | 49.8525 | 48.5207 | 51.1765 | 49.8525 | 48.5207 | 51.1765 |
Ratio Avg Win / Avg Loss | 1.2526 | 1.8227 | 0.8331 | 0.9937 | 1.3466 | 0.7117 |
Largest Winning Trade | 100791 | 100791 | 61509 | 262785 | 262785 | 226363 |
Largest Losing Trade | -51128 | -30507 | -51128 | -192477 | -110403 | -192477 |
Avg Bars in Trades | 72 | 67 | 77 | 72 | 67 | 77 |
Avg Bars in Winners | 76 | 74 | 77 | 76 | 74 | 77 |
Avg Bars in Losers | 68 | 60 | 77 | 68 | 60 | 77 |
Bars Traded | 24594 | 11402 | 13191 | 24594 | 11402 | 13191 |
Profit Streak | 5.5044 | 16.0044 | 5.5044 | 5.5044 | 16.0044 | 5.5044 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 255354 | 334455 | -579584 | -577886 | -93710 | -579584 |
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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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