Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 280060.116 | 446129.0835 | -166068.9674 | -92997.3526 | 85260.7017 | -178258.0542 |
Total P&L (%) | 280.0601 | 446.1291 | -166.069 | -92.9974 | 85.2607 | -178.2581 |
Avg Daily Profit (%) | 0.1504 | 0.2397 | -0.0892 | -0.1427 | 0.0331 | 0 |
Buy And Hold Return (%) | 103.5336 | 103.5336 | 103.5336 | 103.5336 | 103.5336 | 103.5336 |
Max Trade Drawdown | -208407 | -136117 | -229072 | -236157 | -115183 | -247025 |
Profit Factor | 1.1228 | 1.4197 | 0.8637 | 0.9315 | 1.152 | 0.7765 |
Total Trades | 574 | 287 | 287 | 574 | 287 | 287 |
Winning Trades | 291 | 142 | 149 | 291 | 142 | 149 |
Losing Trades | 283 | 145 | 138 | 283 | 145 | 138 |
Profitability (%) | 50.6969 | 49.4774 | 51.9164 | 50.6969 | 49.4774 | 51.9164 |
Ratio Avg Win / Avg Loss | 1.0919 | 1.4497 | 0.7999 | 0.9059 | 1.1763 | 0.7191 |
Largest Winning Trade | 210962 | 210962 | 58969 | 55944 | 55944 | 54810 |
Largest Losing Trade | -46894 | -27126 | -46894 | -113803 | -39709 | -113803 |
Avg Bars in Trades | 19 | 19 | 19 | 19 | 19 | 19 |
Avg Bars in Winners | 21 | 20 | 21 | 21 | 20 | 21 |
Avg Bars in Losers | 16 | 17 | 16 | 16 | 17 | 16 |
Bars Traded | 11014 | 5504 | 5511 | 11014 | 5504 | 5511 |
Profit Streak | 6.2763 | 17.443 | 6.2763 | 6.2763 | 17.443 | 6.2763 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -77116 | 302985 | -578612 | -576244 | -366188 | -578612 |
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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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