Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 458704.2491 | 542880.9855 | -84176.7364 | -84642.0896 | 225941.146 | -310583.2356 |
Total P&L (%) | 458.7042 | 542.881 | -84.1767 | -84.6421 | 225.9411 | -310.5832 |
Avg Daily Profit (%) | 0.1835 | 0.2172 | -0.0337 | -0.0749 | 0.0473 | 0 |
Buy And Hold Return (%) | 216.2574 | 216.2574 | 216.2574 | 216.2574 | 216.2574 | 216.2574 |
Max Trade Drawdown | -214659 | -106560 | -205497 | -327359 | -31295 | -330210 |
Profit Factor | 1.3226 | 1.8228 | 0.8896 | 0.8929 | 2.071 | 0.4642 |
Total Trades | 333 | 166 | 167 | 333 | 166 | 167 |
Winning Trades | 183 | 85 | 98 | 183 | 85 | 98 |
Losing Trades | 150 | 81 | 69 | 150 | 81 | 69 |
Profitability (%) | 54.955 | 51.2048 | 58.6826 | 54.955 | 51.2048 | 58.6826 |
Ratio Avg Win / Avg Loss | 1.0841 | 1.737 | 0.6263 | 0.7319 | 1.9736 | 0.3269 |
Largest Winning Trade | 406316 | 406316 | 39064 | 92653 | 92653 | 41574 |
Largest Losing Trade | -90058 | -26500 | -90058 | -298849 | -18262 | -298849 |
Avg Bars in Trades | 14 | 16 | 12 | 14 | 16 | 12 |
Avg Bars in Winners | 13 | 14 | 12 | 13 | 14 | 12 |
Avg Bars in Losers | 16 | 19 | 12 | 16 | 19 | 12 |
Bars Traded | 4915 | 2812 | 2103 | 4915 | 2812 | 2103 |
Profit Streak | 8.6059 | 0 | 14.1059 | 8.6059 | 0 | 14.1059 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 178273 | 318394 | -578460 | -577446 | -276936 | -578460 |
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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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