Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 381756.2154 | 400998.0919 | -19241.8765 | -11321.6537 | 181108.9999 | -192430.6536 |
Total P&L (%) | 381.7562 | 400.9981 | -19.2419 | -11.3217 | 181.109 | -192.4307 |
Avg Daily Profit (%) | 0.1524 | 0.1601 | -0.0077 | -0.0048 | 0.0413 | 0 |
Buy And Hold Return (%) | 20.9524 | 20.9524 | 20.9524 | 20.9524 | 20.9524 | 20.9524 |
Max Trade Drawdown | -179686 | -101553 | -117466 | -840619 | -507616 | -407191 |
Profit Factor | 1.2167 | 1.4404 | 0.9774 | 0.9977 | 1.0721 | 0.9193 |
Total Trades | 593 | 296 | 297 | 593 | 296 | 297 |
Winning Trades | 275 | 139 | 136 | 275 | 139 | 136 |
Losing Trades | 318 | 157 | 161 | 318 | 157 | 161 |
Profitability (%) | 46.3744 | 46.9595 | 45.7912 | 46.3744 | 46.9595 | 45.7912 |
Ratio Avg Win / Avg Loss | 1.407 | 1.6269 | 1.1571 | 1.1537 | 1.211 | 1.0883 |
Largest Winning Trade | 182781 | 182781 | 34399 | 460017 | 460017 | 120687 |
Largest Losing Trade | -41052 | -25363 | -41052 | -191777 | -112826 | -191777 |
Avg Bars in Trades | 25 | 26 | 24 | 25 | 26 | 24 |
Avg Bars in Winners | 33 | 35 | 32 | 33 | 35 | 32 |
Avg Bars in Losers | 17 | 18 | 17 | 17 | 18 | 17 |
Bars Traded | 14957 | 7803 | 7153 | 14957 | 7803 | 7153 |
Profit Streak | 19.3608 | 0 | 21.5274 | 19.3608 | 0 | 21.5274 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335285 | 339153 | -578422 | -576587 | -278868 | -578422 |
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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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