Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 239857.6749 | 267299.067 | -27441.3921 | 20454.5359 | 288539.5538 | -268085.018 |
Total P&L (%) | 239.8577 | 267.2991 | -27.4414 | 20.4545 | 288.5396 | -268.085 |
Avg Daily Profit (%) | 0.17 | 0.1894 | -0.0194 | 0.0132 | 0.0962 | 0 |
Buy And Hold Return (%) | 46.7993 | 46.7993 | 46.7993 | 46.7993 | 46.7993 | 46.7993 |
Max Trade Drawdown | -161386 | -72763 | -169871 | -347890 | -105681 | -346859 |
Profit Factor | 1.1824 | 1.4584 | 0.9625 | 1.0096 | 1.2988 | 0.7698 |
Total Trades | 377 | 189 | 188 | 377 | 189 | 188 |
Winning Trades | 165 | 89 | 76 | 165 | 89 | 76 |
Losing Trades | 212 | 100 | 112 | 212 | 100 | 112 |
Profitability (%) | 43.7666 | 47.0899 | 40.4255 | 43.7666 | 47.0899 | 40.4255 |
Ratio Avg Win / Avg Loss | 1.5192 | 1.6387 | 1.4185 | 1.2972 | 1.4593 | 1.1345 |
Largest Winning Trade | 67832 | 67832 | 54198 | 108143 | 108143 | 73754 |
Largest Losing Trade | -29890 | -22315 | -29890 | -68979 | -41409 | -68979 |
Avg Bars in Trades | 44 | 48 | 40 | 44 | 48 | 40 |
Avg Bars in Winners | 63 | 67 | 58 | 63 | 67 | 58 |
Avg Bars in Losers | 29 | 31 | 27 | 29 | 31 | 27 |
Bars Traded | 16669 | 9132 | 7537 | 16669 | 9132 | 7537 |
Profit Streak | 474.3281 | 476.4948 | 0 | 474.3281 | 476.4948 | 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 | -12573 | 327517 | -582405 | -550836 | -64738 | -582405 |
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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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