Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 343580.7648 | 384081.4427 | -40500.6779 | -29332.7595 | 221932.4999 | -251265.2594 |
Total P&L (%) | 343.5808 | 384.0814 | -40.5007 | -29.3328 | 221.9325 | -251.2653 |
Avg Daily Profit (%) | 0.1789 | 0.1999 | -0.0211 | -0.0181 | 0.0609 | 0 |
Buy And Hold Return (%) | 59.3431 | 59.3431 | 59.3431 | 59.3431 | 59.3431 | 59.3431 |
Max Trade Drawdown | -158237 | -131405 | -194692 | -303023 | -152974 | -378456 |
Profit Factor | 1.1822 | 1.4646 | 0.9618 | 0.9832 | 1.3211 | 0.7622 |
Total Trades | 461 | 231 | 230 | 461 | 231 | 230 |
Winning Trades | 196 | 100 | 96 | 196 | 100 | 96 |
Losing Trades | 265 | 131 | 134 | 265 | 131 | 134 |
Profitability (%) | 42.5163 | 43.29 | 41.7391 | 42.5163 | 43.29 | 41.7391 |
Ratio Avg Win / Avg Loss | 1.5984 | 1.9187 | 1.3424 | 1.3294 | 1.7306 | 1.0639 |
Largest Winning Trade | 161958 | 161958 | 35937 | 122909 | 122909 | 61706 |
Largest Losing Trade | -38088 | -19659 | -38088 | -118293 | -42732 | -118293 |
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 | 5759 | 2717 | 3042 | 5759 | 2717 | 3042 |
Profit Streak | 4.1913 | 17.5246 | 0 | 4.1913 | 17.5246 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -12604 | 318900 | -581398 | -579376 | -113372 | -581398 |
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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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