Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 287125.4864 | 367976.7769 | -80851.2905 | -90132.7426 | 775440.5922 | -865573.3348 |
Total P&L (%) | 287.1255 | 367.9768 | -80.8513 | -90.1327 | 775.4406 | -865.5733 |
Avg Daily Profit (%) | 0.1775 | 0.2274 | -0.05 | -0.143 | 0.1342 | 0 |
Buy And Hold Return (%) | 23.1262 | 23.1262 | 23.1262 | 23.1262 | 23.1262 | 23.1262 |
Max Trade Drawdown | -203874 | -188722 | -168583 | -674822 | -447928 | -937707 |
Profit Factor | 1.1804 | 1.4924 | 0.9043 | 0.9749 | 1.5712 | 0.6123 |
Total Trades | 329 | 164 | 165 | 329 | 164 | 165 |
Winning Trades | 194 | 94 | 100 | 194 | 94 | 100 |
Losing Trades | 135 | 70 | 65 | 135 | 70 | 65 |
Profitability (%) | 58.9666 | 57.3171 | 60.6061 | 58.9666 | 57.3171 | 60.6061 |
Ratio Avg Win / Avg Loss | 0.8214 | 1.1113 | 0.5878 | 0.6784 | 1.17 | 0.398 |
Largest Winning Trade | 104635 | 104635 | 44360 | 214173 | 214173 | 141151 |
Largest Losing Trade | -88431 | -50666 | -88431 | -421416 | -222787 | -421416 |
Avg Bars in Trades | 58 | 59 | 57 | 58 | 59 | 57 |
Avg Bars in Winners | 56 | 55 | 58 | 56 | 55 | 58 |
Avg Bars in Losers | 60 | 64 | 55 | 60 | 64 | 55 |
Bars Traded | 19205 | 9756 | 9449 | 19205 | 9756 | 9449 |
Profit Streak | 479.4808 | 0 | 501.8141 | 479.4808 | 0 | 501.8141 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -12891 | 373212 | -577705 | -577310 | -10491 | -577705 |
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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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