Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 230043.4365 | 356465.407 | -126421.9704 | -82840.3595 | 471024.2249 | -553864.5844 |
Total P&L (%) | 230.0434 | 356.4654 | -126.422 | -82.8404 | 471.0242 | -553.8646 |
Avg Daily Profit (%) | 0.1422 | 0.2203 | -0.0781 | -0.1089 | 0.1077 | 0 |
Buy And Hold Return (%) | 24.8115 | 24.8115 | 24.8115 | 24.8115 | 24.8115 | 24.8115 |
Max Trade Drawdown | -195237 | -119814 | -238330 | -410698 | -150047 | -685909 |
Profit Factor | 1.1631 | 1.529 | 0.8283 | 0.9625 | 1.5294 | 0.5795 |
Total Trades | 304 | 152 | 152 | 304 | 152 | 152 |
Winning Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Losing Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Profitability (%) | 45.0658 | 45.3947 | 44.7368 | 45.0658 | 45.3947 | 44.7368 |
Ratio Avg Win / Avg Loss | 1.4178 | 1.8392 | 1.0232 | 1.1732 | 1.8397 | 0.7159 |
Largest Winning Trade | 106476 | 106476 | 54446 | 196323 | 196323 | 99187 |
Largest Losing Trade | -58515 | -58515 | -36090 | -147008 | -101466 | -147008 |
Avg Bars in Trades | 62 | 72 | 52 | 62 | 72 | 52 |
Avg Bars in Winners | 71 | 80 | 61 | 71 | 80 | 61 |
Avg Bars in Losers | 55 | 66 | 45 | 55 | 66 | 45 |
Bars Traded | 19019 | 11039 | 7980 | 19019 | 11039 | 7980 |
Profit Streak | 480.1246 | 0 | 532.5412 | 480.1246 | 0 | 532.5412 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -44075 | 318202 | -579564 | -578855 | -48108 | -581231 |
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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) |
---|