Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 459392.1761 | 538027.4146 | -78635.2386 | -62494.4535 | 91578.519 | -154072.9725 |
Total P&L (%) | 459.3922 | 538.0274 | -78.6352 | -62.4945 | 91.5785 | -154.073 |
Avg Daily Profit (%) | 0.2485 | 0.291 | -0.0425 | -0.053 | 0.0352 | 0 |
Buy And Hold Return (%) | 39.4099 | 39.4099 | 39.4099 | 39.4099 | 39.4099 | 39.4099 |
Max Trade Drawdown | -183744 | -136901 | -244812 | -167783 | -119288 | -222087 |
Profit Factor | 1.2434 | 1.5317 | 0.9102 | 0.9561 | 1.1232 | 0.7736 |
Total Trades | 441 | 220 | 221 | 441 | 220 | 221 |
Winning Trades | 181 | 82 | 99 | 181 | 82 | 99 |
Losing Trades | 260 | 138 | 122 | 260 | 138 | 122 |
Profitability (%) | 41.0431 | 37.2727 | 44.7964 | 41.0431 | 37.2727 | 44.7964 |
Ratio Avg Win / Avg Loss | 1.786 | 2.5778 | 1.1217 | 1.3734 | 1.8903 | 0.9533 |
Largest Winning Trade | 228850 | 228850 | 30536 | 96088 | 96088 | 30950 |
Largest Losing Trade | -40683 | -40683 | -34487 | -37806 | -37806 | -26066 |
Avg Bars in Trades | 12 | 17 | 7 | 12 | 17 | 7 |
Avg Bars in Winners | 17 | 28 | 9 | 17 | 28 | 9 |
Avg Bars in Losers | 8 | 11 | 5 | 8 | 11 | 5 |
Bars Traded | 5507 | 3900 | 1607 | 5507 | 3900 | 1607 |
Profit Streak | 6.8699 | 0 | 8.8699 | 6.8699 | 0 | 8.8699 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312098 | 264636 | -579587 | -579326 | -238581 | -581253 |
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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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