Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 161060.878 | 207900.5594 | -46839.6814 | -66349.6054 | 106398.5185 | -172748.124 |
Total P&L (%) | 161.0609 | 207.9006 | -46.8397 | -66.3496 | 106.3985 | -172.7481 |
Avg Daily Profit (%) | 0.1324 | 0.1709 | -0.0385 | -0.0895 | 0.0596 | 0 |
Buy And Hold Return (%) | 15.529 | 15.529 | 15.529 | 15.529 | 15.529 | 15.529 |
Max Trade Drawdown | -215774 | -111555 | -167423 | -157585 | -48379 | -198965 |
Profit Factor | 1.1142 | 1.3477 | 0.9424 | 0.924 | 1.3297 | 0.6863 |
Total Trades | 421 | 210 | 211 | 421 | 210 | 211 |
Winning Trades | 201 | 95 | 106 | 201 | 95 | 106 |
Losing Trades | 220 | 115 | 105 | 220 | 115 | 105 |
Profitability (%) | 47.7435 | 45.2381 | 50.237 | 47.7435 | 45.2381 | 50.237 |
Ratio Avg Win / Avg Loss | 1.2195 | 1.6314 | 0.9335 | 1.0114 | 1.6096 | 0.6798 |
Largest Winning Trade | 72525 | 72525 | 35079 | 38978 | 38978 | 25407 |
Largest Losing Trade | -71219 | -36453 | -71219 | -75070 | -16787 | -75070 |
Avg Bars in Trades | 16 | 15 | 18 | 16 | 15 | 18 |
Avg Bars in Winners | 17 | 16 | 18 | 17 | 16 | 18 |
Avg Bars in Losers | 15 | 14 | 17 | 15 | 14 | 17 |
Bars Traded | 7080 | 3235 | 3844 | 7080 | 3235 | 3844 |
Profit Streak | 13.2181 | 24.8848 | 13.2181 | 13.2181 | 24.8848 | 13.2181 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -108484 | 318749 | -579314 | -576431 | -112066 | -579314 |
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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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