Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 484965.5069 | 525001.2608 | -40035.7539 | -20300.0109 | 615807.9386 | -636107.9495 |
Total P&L (%) | 484.9655 | 525.0013 | -40.0358 | -20.3 | 615.8079 | -636.108 |
Avg Daily Profit (%) | 0.2626 | 0.2842 | -0.0217 | -0.0123 | 0.1066 | 0 |
Buy And Hold Return (%) | 187.3233 | 187.3233 | 187.3233 | 187.3233 | 187.3233 | 187.3233 |
Max Trade Drawdown | -169338 | -84476 | -222468 | -914242 | -358044 | -974372 |
Profit Factor | 1.3276 | 1.9575 | 0.957 | 0.9947 | 1.5075 | 0.7585 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Losing Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Profitability (%) | 50.8403 | 50.4202 | 51.2605 | 50.8403 | 50.4202 | 51.2605 |
Ratio Avg Win / Avg Loss | 1.2837 | 1.9249 | 0.91 | 0.9618 | 1.4823 | 0.7212 |
Largest Winning Trade | 70497 | 70497 | 49937 | 188818 | 140519 | 188818 |
Largest Losing Trade | -82654 | -37681 | -82654 | -415227 | -93351 | -415227 |
Avg Bars in Trades | 14 | 12 | 17 | 14 | 12 | 17 |
Avg Bars in Winners | 14 | 12 | 16 | 14 | 12 | 16 |
Avg Bars in Losers | 14 | 12 | 17 | 14 | 12 | 17 |
Bars Traded | 3542 | 1519 | 2023 | 3542 | 1519 | 2023 |
Profit Streak | 31.9699 | 31.9699 | 60.4699 | 31.9699 | 31.9699 | 60.4699 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 272226 | 353674 | -579598 | -578148 | -51097 | -579598 |
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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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