Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 182173.8312 | 226456.0644 | -44282.2332 | -62465.9257 | 70925.4978 | -133391.4235 |
Total P&L (%) | 182.1738 | 226.4561 | -44.2822 | -62.4659 | 70.9255 | -133.3914 |
Avg Daily Profit (%) | 0.129 | 0.1604 | -0.0314 | -0.0694 | 0.038 | 0 |
Buy And Hold Return (%) | 21.7054 | 21.7054 | 21.7054 | 21.7054 | 21.7054 | 21.7054 |
Max Trade Drawdown | -209655 | -82384 | -228503 | -727643 | -435268 | -770617 |
Profit Factor | 1.0998 | 1.2737 | 0.9557 | 0.9838 | 1.0376 | 0.932 |
Total Trades | 552 | 276 | 276 | 552 | 276 | 276 |
Winning Trades | 374 | 189 | 185 | 374 | 189 | 185 |
Losing Trades | 178 | 87 | 91 | 178 | 87 | 91 |
Profitability (%) | 67.7536 | 68.4783 | 67.029 | 67.7536 | 68.4783 | 67.029 |
Ratio Avg Win / Avg Loss | 0.5234 | 0.5863 | 0.4701 | 0.4682 | 0.4776 | 0.4584 |
Largest Winning Trade | 23351 | 23351 | 21930 | 66669 | 66669 | 56414 |
Largest Losing Trade | -44914 | -39106 | -44914 | -246466 | -169790 | -246466 |
Avg Bars in Trades | 15 | 14 | 15 | 15 | 14 | 15 |
Avg Bars in Winners | 9 | 8 | 10 | 9 | 8 | 10 |
Avg Bars in Losers | 26 | 26 | 27 | 26 | 26 | 27 |
Bars Traded | 8397 | 3984 | 4413 | 8397 | 3984 | 4413 |
Profit Streak | 468.1315 | 471.2982 | 468.1315 | 468.1315 | 471.2982 | 468.1315 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -126793 | 348662 | -576819 | -574353 | -321754 | -576819 |
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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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