Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 265231.6256 | 432981.4048 | -167749.7792 | -95139.4261 | 142529.3733 | -237668.7994 |
Total P&L (%) | 265.2316 | 432.9814 | -167.7498 | -95.1394 | 142.5294 | -237.6688 |
Avg Daily Profit (%) | 0.143 | 0.2335 | -0.0905 | -0.1629 | 0.0478 | 0 |
Buy And Hold Return (%) | 78.9583 | 78.9583 | 78.9583 | 78.9583 | 78.9583 | 78.9583 |
Max Trade Drawdown | -277045 | -147957 | -352900 | -175215 | -23967 | -271947 |
Profit Factor | 1.1182 | 1.4448 | 0.868 | 0.7902 | 2.2419 | 0.2984 |
Total Trades | 434 | 217 | 217 | 434 | 217 | 217 |
Winning Trades | 212 | 104 | 108 | 212 | 104 | 108 |
Losing Trades | 222 | 113 | 109 | 222 | 113 | 109 |
Profitability (%) | 48.8479 | 47.9263 | 49.7696 | 48.8479 | 47.9263 | 49.7696 |
Ratio Avg Win / Avg Loss | 1.171 | 1.5699 | 0.876 | 0.8275 | 2.4359 | 0.3012 |
Largest Winning Trade | 79949 | 79949 | 61667 | 52597 | 52597 | 16094 |
Largest Losing Trade | -61799 | -52677 | -61799 | -86791 | -17685 | -86791 |
Avg Bars in Trades | 50 | 51 | 49 | 50 | 51 | 49 |
Avg Bars in Winners | 56 | 58 | 55 | 56 | 58 | 55 |
Avg Bars in Losers | 45 | 45 | 44 | 45 | 45 | 44 |
Bars Traded | 21991 | 11222 | 10769 | 21991 | 11222 | 10769 |
Profit Streak | 11.357 | 0 | 13.7737 | 11.357 | 0 | 13.7737 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -92939 | 315008 | -579688 | -578323 | -133237 | -579688 |
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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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