Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 337102.4872 | 383687.0534 | -46584.5662 | -28624.1096 | 230987.1516 | -259611.2611 |
Total P&L (%) | 337.1025 | 383.6871 | -46.5846 | -28.6241 | 230.9872 | -259.6113 |
Avg Daily Profit (%) | 0.1755 | 0.1998 | -0.0243 | -0.0176 | 0.0623 | 0 |
Buy And Hold Return (%) | 42.5187 | 42.5187 | 42.5187 | 42.5187 | 42.5187 | 42.5187 |
Max Trade Drawdown | -158237 | -131405 | -194692 | -310012 | -156502 | -387184 |
Profit Factor | 1.1845 | 1.4805 | 0.9547 | 0.9835 | 1.3391 | 0.7536 |
Total Trades | 444 | 222 | 222 | 444 | 222 | 222 |
Winning Trades | 189 | 97 | 92 | 189 | 97 | 92 |
Losing Trades | 255 | 125 | 130 | 255 | 125 | 130 |
Profitability (%) | 42.5676 | 43.6937 | 41.4414 | 42.5676 | 43.6937 | 41.4414 |
Ratio Avg Win / Avg Loss | 1.5981 | 1.9079 | 1.349 | 1.3269 | 1.7256 | 1.0649 |
Largest Winning Trade | 161958 | 161958 | 35937 | 125743 | 125743 | 63129 |
Largest Losing Trade | -38088 | -19659 | -38088 | -121021 | -43717 | -121021 |
Avg Bars in Trades | 12 | 11 | 13 | 12 | 11 | 13 |
Avg Bars in Winners | 17 | 15 | 20 | 17 | 15 | 20 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 5553 | 2628 | 2925 | 5553 | 2628 | 2925 |
Profit Streak | 0 | 16.7839 | 0 | 0 | 16.7839 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -9340 | 321174 | -581555 | -579403 | -110282 | -581555 |
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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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