Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 401432.275 | 443605.617 | -42173.342 | -25410.8394 | 815893.2938 | -841304.1332 |
Total P&L (%) | 401.4323 | 443.6056 | -42.1733 | -25.4108 | 815.8933 | -841.3041 |
Avg Daily Profit (%) | 0.2481 | 0.2742 | -0.0261 | -0.0181 | 0.137 | 0 |
Buy And Hold Return (%) | 23.7778 | 23.7778 | 23.7778 | 23.7778 | 23.7778 | 23.7778 |
Max Trade Drawdown | -161970 | -105570 | -220366 | -963671 | -373564 | -981673 |
Profit Factor | 1.2608 | 1.6493 | 0.9507 | 0.9943 | 1.4706 | 0.688 |
Total Trades | 453 | 226 | 227 | 453 | 226 | 227 |
Winning Trades | 204 | 93 | 111 | 204 | 93 | 111 |
Losing Trades | 249 | 133 | 116 | 249 | 133 | 116 |
Profitability (%) | 45.0331 | 41.1504 | 48.8987 | 45.0331 | 41.1504 | 48.8987 |
Ratio Avg Win / Avg Loss | 1.5389 | 2.3586 | 0.9936 | 1.2136 | 2.1032 | 0.7189 |
Largest Winning Trade | 135733 | 135733 | 58403 | 376545 | 376545 | 193704 |
Largest Losing Trade | -49200 | -34176 | -49200 | -312893 | -82271 | -312893 |
Avg Bars in Trades | 42 | 42 | 41 | 42 | 42 | 41 |
Avg Bars in Winners | 54 | 60 | 49 | 54 | 60 | 49 |
Avg Bars in Losers | 32 | 29 | 34 | 32 | 29 | 34 |
Bars Traded | 19090 | 9600 | 9490 | 19090 | 9600 | 9490 |
Profit Streak | 492.3792 | 0 | 500.4626 | 492.3792 | 0 | 500.4626 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360278 | 308307 | -579989 | -578091 | -10334 | -579989 |
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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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