Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 210850.6226 | 253514.5785 | -42663.956 | -55706.2436 | 186091.3275 | -241797.5712 |
Total P&L (%) | 210.8506 | 253.5146 | -42.664 | -55.7062 | 186.0913 | -241.7976 |
Avg Daily Profit (%) | 0.1493 | 0.1795 | -0.0302 | -0.0576 | 0.0744 | 0 |
Buy And Hold Return (%) | 12.3692 | 12.3692 | 12.3692 | 12.3692 | 12.3692 | 12.3692 |
Max Trade Drawdown | -199044 | -143204 | -167960 | -557496 | -249595 | -369831 |
Profit Factor | 1.1331 | 1.3466 | 0.9499 | 0.9782 | 1.1536 | 0.8206 |
Total Trades | 353 | 177 | 176 | 353 | 177 | 176 |
Winning Trades | 187 | 98 | 89 | 187 | 98 | 89 |
Losing Trades | 166 | 79 | 87 | 166 | 79 | 87 |
Profitability (%) | 52.9745 | 55.3672 | 50.5682 | 52.9745 | 55.3672 | 50.5682 |
Ratio Avg Win / Avg Loss | 1.0059 | 1.0855 | 0.9286 | 0.8684 | 0.9299 | 0.8022 |
Largest Winning Trade | 53512 | 53512 | 34031 | 92075 | 92075 | 76888 |
Largest Losing Trade | -42529 | -41473 | -42529 | -103089 | -81048 | -103089 |
Avg Bars in Trades | 7 | 7 | 8 | 7 | 7 | 8 |
Avg Bars in Winners | 7 | 7 | 8 | 7 | 7 | 8 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 2817 | 1404 | 1413 | 2817 | 1404 | 1413 |
Profit Streak | 472.5202 | 472.5202 | 492.5202 | 472.5202 | 472.5202 | 492.5202 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -63982 | 364321 | -578706 | -576914 | -144518 | -578706 |
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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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