Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 418107.8922 | 448920.5437 | -30812.6515 | -42653.4467 | 16772.9448 | -59426.3915 |
Total P&L (%) | 418.1079 | 448.9205 | -30.8127 | -42.6534 | 16.7729 | -59.4264 |
Avg Daily Profit (%) | 0.2167 | 0.2326 | -0.016 | -0.0288 | 0.008 | -0.0467 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -218224 | -197140 | -70585 | -2207548 | -2242535 | -306356 |
Profit Factor | 1.3135 | 1.4329 | 0.8962 | 0.9928 | 1.0034 | 0.9368 |
Total Trades | 381 | 190 | 191 | 381 | 190 | 191 |
Winning Trades | 214 | 111 | 103 | 214 | 111 | 103 |
Losing Trades | 167 | 79 | 88 | 167 | 79 | 88 |
Profitability (%) | 56.168 | 58.4211 | 53.9267 | 56.168 | 58.4211 | 53.9267 |
Ratio Avg Win / Avg Loss | 1.025 | 1.0198 | 0.7656 | 0.7747 | 0.7141 | 0.8004 |
Largest Winning Trade | 173761 | 173761 | 9702 | 1396558 | 1396558 | 55387 |
Largest Losing Trade | -54151 | -54151 | -36933 | -984470 | -984470 | -219276 |
Avg Bars in Trades | 59 | 114 | 5 | 59 | 114 | 5 |
Avg Bars in Winners | 41 | 74 | 5 | 41 | 74 | 5 |
Avg Bars in Losers | 83 | 170 | 5 | 83 | 170 | 5 |
Bars Traded | 22843 | 21776 | 1067 | 22843 | 21776 | 1067 |
Profit Streak | 27.4933 | 47.8267 | 27.4933 | 27.4933 | 47.8267 | 27.4933 |
Trades During Streak | 2 | 8 | 1 | 2 | 8 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 422404 | 430363 | -579005 | -576974 | -406441 | -579005 |
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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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