Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 273640.5295 | 355604.7775 | -81964.248 | -50420.6546 | 601437.2839 | -651857.9384 |
Total P&L (%) | 273.6405 | 355.6048 | -81.9642 | -50.4207 | 601.4373 | -651.8579 |
Avg Daily Profit (%) | 0.1691 | 0.2198 | -0.0507 | -0.0434 | 0.1205 | 0 |
Buy And Hold Return (%) | 22.2727 | 22.2727 | 22.2727 | 22.2727 | 22.2727 | 22.2727 |
Max Trade Drawdown | -254465 | -246332 | -95413 | -1134211 | -944918 | -688969 |
Profit Factor | 1.2404 | 1.4354 | 0.7453 | 0.9885 | 1.2024 | 0.541 |
Total Trades | 305 | 152 | 153 | 305 | 152 | 153 |
Winning Trades | 162 | 85 | 77 | 162 | 85 | 77 |
Losing Trades | 143 | 67 | 76 | 143 | 67 | 76 |
Profitability (%) | 53.1148 | 55.9211 | 50.3268 | 53.1148 | 55.9211 | 50.3268 |
Ratio Avg Win / Avg Loss | 1.0949 | 1.1314 | 0.7356 | 0.8726 | 0.9478 | 0.534 |
Largest Winning Trade | 97409 | 97409 | 12158 | 378173 | 378173 | 92364 |
Largest Losing Trade | -73298 | -73298 | -21868 | -636503 | -636503 | -254469 |
Avg Bars in Trades | 61 | 118 | 5 | 61 | 118 | 5 |
Avg Bars in Winners | 36 | 65 | 5 | 36 | 65 | 5 |
Avg Bars in Losers | 89 | 185 | 5 | 89 | 185 | 5 |
Bars Traded | 18817 | 17957 | 859 | 18817 | 17957 | 859 |
Profit Streak | 513.7703 | 513.7703 | 559.5203 | 513.7703 | 513.7703 | 559.5203 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376045 | 384119 | -578860 | -577408 | -31979 | -578860 |
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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) |
---|