Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 435392.4641 | 575501.1993 | -140108.7352 | -77964.1356 | 431134.282 | -509098.4176 |
Total P&L (%) | 435.3925 | 575.5012 | -140.1087 | -77.9641 | 431.1343 | -509.0984 |
Avg Daily Profit (%) | 0.2353 | 0.311 | -0.0757 | -0.0817 | 0.0903 | 0 |
Buy And Hold Return (%) | 119.062 | 119.062 | 119.062 | 119.062 | 119.062 | 119.062 |
Max Trade Drawdown | -241053 | -95318 | -244731 | -805740 | -438217 | -515115 |
Profit Factor | 1.2817 | 1.8921 | 0.8444 | 0.9613 | 1.4505 | 0.5189 |
Total Trades | 336 | 168 | 168 | 336 | 168 | 168 |
Winning Trades | 158 | 86 | 72 | 158 | 86 | 72 |
Losing Trades | 178 | 82 | 96 | 178 | 82 | 96 |
Profitability (%) | 47.0238 | 51.1905 | 42.8571 | 47.0238 | 51.1905 | 42.8571 |
Ratio Avg Win / Avg Loss | 1.4439 | 1.8041 | 1.1259 | 1.083 | 1.383 | 0.6918 |
Largest Winning Trade | 278329 | 278329 | 75597 | 512218 | 512218 | 99086 |
Largest Losing Trade | -44318 | -30496 | -44318 | -208437 | -208437 | -121957 |
Avg Bars in Trades | 65 | 56 | 74 | 65 | 56 | 74 |
Avg Bars in Winners | 71 | 50 | 97 | 71 | 50 | 97 |
Avg Bars in Losers | 59 | 62 | 57 | 59 | 62 | 57 |
Bars Traded | 21963 | 9457 | 12506 | 21963 | 9457 | 12506 |
Profit Streak | 0 | 0 | 16.1204 | 0 | 0 | 16.1204 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 214803 | 416736 | -580987 | -578511 | -73512 | -582654 |
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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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