Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 295850.0277 | 330120.9438 | -34270.9161 | -28580.5636 | 81457.8367 | -110038.4003 |
Total P&L (%) | 295.85 | 330.1209 | -34.2709 | -28.5806 | 81.4578 | -110.0384 |
Avg Daily Profit (%) | 0.1611 | 0.1798 | -0.0187 | -0.0183 | 0.0325 | 0 |
Buy And Hold Return (%) | 19.4517 | 19.4517 | 19.4517 | 19.4517 | 19.4517 | 19.4517 |
Max Trade Drawdown | -168951 | -108329 | -161972 | -147918 | -101576 | -189337 |
Profit Factor | 1.1905 | 1.4138 | 0.9546 | 0.9715 | 1.1701 | 0.7898 |
Total Trades | 357 | 178 | 179 | 357 | 178 | 179 |
Winning Trades | 176 | 86 | 90 | 176 | 86 | 90 |
Losing Trades | 181 | 92 | 89 | 181 | 92 | 89 |
Profitability (%) | 49.2997 | 48.3146 | 50.2793 | 49.2997 | 48.3146 | 50.2793 |
Ratio Avg Win / Avg Loss | 1.2243 | 1.5124 | 0.944 | 0.9991 | 1.2518 | 0.781 |
Largest Winning Trade | 75456 | 75456 | 55574 | 51147 | 51147 | 24213 |
Largest Losing Trade | -60399 | -35307 | -60399 | -61300 | -39065 | -61300 |
Avg Bars in Trades | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Winners | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 5485 | 2743 | 2742 | 5485 | 2743 | 2742 |
Profit Streak | 36.781 | 36.781 | 72.781 | 36.781 | 36.781 | 72.781 |
Trades During Streak | 7 | 3 | 7 | 7 | 3 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -236 | 387846 | -578506 | -577308 | -183535 | -578506 |
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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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