Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 222478.7718 | 317746.6253 | -95267.8535 | -91385.5352 | 55602.7267 | -146988.2619 |
Total P&L (%) | 222.4788 | 317.7466 | -95.2679 | -91.3855 | 55.6027 | -146.9883 |
Avg Daily Profit (%) | 0.1182 | 0.1688 | -0.0506 | -0.1301 | 0.0235 | 0 |
Buy And Hold Return (%) | 21.0178 | 21.0178 | 21.0178 | 21.0178 | 21.0178 | 21.0178 |
Max Trade Drawdown | -236149 | -146809 | -203164 | -105836 | -27250 | -130410 |
Profit Factor | 1.0966 | 1.2908 | 0.9212 | 0.8424 | 1.253 | 0.5918 |
Total Trades | 592 | 296 | 296 | 592 | 296 | 296 |
Winning Trades | 319 | 164 | 155 | 319 | 164 | 155 |
Losing Trades | 273 | 132 | 141 | 273 | 132 | 141 |
Profitability (%) | 53.8851 | 55.4054 | 52.3649 | 53.8851 | 55.4054 | 52.3649 |
Ratio Avg Win / Avg Loss | 0.9385 | 1.0389 | 0.838 | 0.7209 | 1.0085 | 0.5383 |
Largest Winning Trade | 95215 | 95215 | 35647 | 22956 | 22956 | 13601 |
Largest Losing Trade | -62414 | -40848 | -62414 | -46205 | -17394 | -46205 |
Avg Bars in Trades | 12 | 11 | 13 | 12 | 11 | 13 |
Avg Bars in Winners | 11 | 9 | 12 | 11 | 9 | 12 |
Avg Bars in Losers | 14 | 13 | 14 | 14 | 13 | 14 |
Bars Traded | 7470 | 3449 | 4021 | 7470 | 3449 | 4021 |
Profit Streak | 0 | 0 | 15.7865 | 0 | 0 | 15.7865 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147276 | 336696 | -577716 | -576903 | -163150 | -577716 |
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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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