Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 356917.2318 | 396158.3237 | -39241.0918 | -34434.8283 | 458273.2616 | -492708.0899 |
Total P&L (%) | 356.9172 | 396.1583 | -39.2411 | -34.4348 | 458.2733 | -492.7081 |
Avg Daily Profit (%) | 0.1428 | 0.1585 | -0.0157 | -0.0169 | 0.0688 | 0 |
Buy And Hold Return (%) | 29.405 | 29.405 | 29.405 | 29.405 | 29.405 | 29.405 |
Max Trade Drawdown | -159574 | -114496 | -94508 | -1147641 | -670564 | -665340 |
Profit Factor | 1.2004 | 1.4412 | 0.9556 | 0.9943 | 1.1482 | 0.8349 |
Total Trades | 442 | 221 | 221 | 442 | 221 | 221 |
Winning Trades | 246 | 119 | 127 | 246 | 119 | 127 |
Losing Trades | 196 | 102 | 94 | 196 | 102 | 94 |
Profitability (%) | 55.6561 | 53.8462 | 57.4661 | 55.6561 | 53.8462 | 57.4661 |
Ratio Avg Win / Avg Loss | 0.9564 | 1.2354 | 0.7073 | 0.7922 | 0.9841 | 0.618 |
Largest Winning Trade | 76277 | 76277 | 38688 | 383581 | 383581 | 163840 |
Largest Losing Trade | -45263 | -43329 | -45263 | -312137 | -312137 | -307606 |
Avg Bars in Trades | 22 | 21 | 23 | 22 | 21 | 23 |
Avg Bars in Winners | 20 | 20 | 19 | 20 | 20 | 19 |
Avg Bars in Losers | 24 | 22 | 27 | 24 | 22 | 27 |
Bars Traded | 9878 | 4788 | 5090 | 9878 | 4788 | 5090 |
Profit Streak | 0 | 0 | 31.3299 | 0 | 0 | 31.3299 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -1301 | 345265 | -578390 | -577456 | -158899 | -578390 |
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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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