Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 143245.2354 | 287806.4703 | -144561.2349 | -92107.1935 | 147351.4011 | -239458.5946 |
Total P&L (%) | 143.2452 | 287.8065 | -144.5612 | -92.1072 | 147.3514 | -239.4586 |
Avg Daily Profit (%) | 0.0885 | 0.1779 | -0.0893 | -0.1568 | 0.056 | 0 |
Buy And Hold Return (%) | 23.7351 | 23.7351 | 23.7351 | 23.7351 | 23.7351 | 23.7351 |
Max Trade Drawdown | -232439 | -90634 | -304778 | -197269 | -97609 | -261570 |
Profit Factor | 1.0633 | 1.2872 | 0.8853 | 0.9247 | 1.266 | 0.642 |
Total Trades | 785 | 393 | 392 | 785 | 393 | 392 |
Winning Trades | 388 | 196 | 192 | 388 | 196 | 192 |
Losing Trades | 397 | 197 | 200 | 397 | 197 | 200 |
Profitability (%) | 49.4268 | 49.8728 | 48.9796 | 49.4268 | 49.8728 | 48.9796 |
Ratio Avg Win / Avg Loss | 1.088 | 1.2938 | 0.9221 | 0.9461 | 1.2724 | 0.6687 |
Largest Winning Trade | 96520 | 96520 | 57848 | 82261 | 82261 | 25479 |
Largest Losing Trade | -53894 | -42187 | -53894 | -49931 | -49931 | -30242 |
Avg Bars in Trades | 24 | 24 | 25 | 24 | 24 | 25 |
Avg Bars in Winners | 27 | 25 | 29 | 27 | 25 | 29 |
Avg Bars in Losers | 21 | 22 | 21 | 21 | 22 | 21 |
Bars Traded | 19300 | 9448 | 9852 | 19300 | 9448 | 9852 |
Profit Streak | 481.7333 | 481.7333 | 490.2333 | 481.7333 | 481.7333 | 490.2333 |
Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -221156 | 350977 | -578031 | -575662 | -116495 | -578031 |
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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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