Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 659645.2636 | 632610.8539 | 27034.4097 | -483451.8927 | 163645.0366 | -647096.9294 |
Total P&L (%) | 659.6453 | 632.6109 | 27.0344 | -483.4519 | 163.645 | -647.0969 |
Avg Daily Profit (%) | 0.2635 | 0.2527 | 0.0108 | 0 | 0.0387 | 0 |
Buy And Hold Return (%) | 212.9333 | 212.9333 | 212.9333 | 212.9333 | 212.9333 | 212.9333 |
Max Trade Drawdown | -197090 | -96064 | -176599 | -920201 | -249136 | -771435 |
Profit Factor | 1.5873 | 2.0956 | 1.0495 | 0.7625 | 1.1983 | 0.4654 |
Total Trades | 380 | 190 | 190 | 380 | 190 | 190 |
Winning Trades | 192 | 94 | 98 | 191 | 97 | 94 |
Losing Trades | 188 | 96 | 92 | 189 | 93 | 96 |
Profitability (%) | 50.5263 | 49.4737 | 51.5789 | 50.2632 | 51.0526 | 49.4737 |
Ratio Avg Win / Avg Loss | 1.5542 | 2.1402 | 0.9853 | 0.7545 | 1.1489 | 0.4753 |
Largest Winning Trade | 399825 | 399825 | 43030 | 176535 | 176535 | 71254 |
Largest Losing Trade | -113864 | -34029 | -113864 | -605825 | -209665 | -605825 |
Avg Bars in Trades | 19 | 22 | 16 | 19 | 22 | 16 |
Avg Bars in Winners | 22 | 24 | 20 | 18 | 23 | 14 |
Avg Bars in Losers | 16 | 21 | 11 | 20 | 22 | 17 |
Bars Traded | 7385 | 4327 | 3058 | 7385 | 4327 | 3058 |
Profit Streak | 0 | 0 | 94.6391 | 4.3058 | 22.3058 | 0 |
Trades During Streak | 0 | 0 | 4 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390239 | 354556 | -509568 | -578414 | -307411 | -580265 |
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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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