Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 292787.6236 | 320448.0409 | -27660.4173 | -54310.9503 | 151893.0883 | -206204.0386 |
Total P&L (%) | 292.7876 | 320.448 | -27.6604 | -54.311 | 151.8931 | -206.204 |
Avg Daily Profit (%) | 0.1529 | 0.1673 | -0.0144 | -0.0409 | 0.0483 | 0 |
Buy And Hold Return (%) | 24.5976 | 24.5976 | 24.5976 | 24.5976 | 24.5976 | 24.5976 |
Max Trade Drawdown | -258885 | -199311 | -213401 | -172655 | -90173 | -292283 |
Profit Factor | 1.1846 | 1.4906 | 0.9703 | 0.9436 | 1.4622 | 0.6746 |
Total Trades | 315 | 157 | 158 | 315 | 157 | 158 |
Winning Trades | 142 | 72 | 70 | 142 | 72 | 70 |
Losing Trades | 173 | 85 | 88 | 173 | 85 | 88 |
Profitability (%) | 45.0794 | 45.8599 | 44.3038 | 45.0794 | 45.8599 | 44.3038 |
Ratio Avg Win / Avg Loss | 1.4433 | 1.7597 | 1.2199 | 1.1495 | 1.7262 | 0.848 |
Largest Winning Trade | 155883 | 155883 | 34938 | 43986 | 43986 | 38508 |
Largest Losing Trade | -41220 | -25443 | -41220 | -65611 | -26137 | -65611 |
Avg Bars in Trades | 11 | 11 | 12 | 11 | 11 | 12 |
Avg Bars in Winners | 15 | 14 | 17 | 15 | 14 | 17 |
Avg Bars in Losers | 8 | 9 | 8 | 8 | 9 | 8 |
Bars Traded | 3779 | 1780 | 1999 | 3779 | 1780 | 1999 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -10192 | 310913 | -580776 | -579099 | -127896 | -582443 |
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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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