Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 288823.3151 | 245096.2575 | 43727.0576 | 383826.1815 | 486531.9073 | -102705.7257 |
Total P&L (%) | 288.8233 | 245.0963 | 43.7271 | 383.8262 | 486.5319 | -102.7057 |
Avg Daily Profit (%) | 0.1602 | 0.1359 | 0.0243 | 0.0875 | 0.0982 | 0 |
Buy And Hold Return (%) | 71.0128 | 71.0128 | 71.0128 | 71.0128 | 71.0128 | 71.0128 |
Max Trade Drawdown | -93655 | -55453 | -87815 | -533903 | -287001 | -343006 |
Profit Factor | 1.3139 | 1.5627 | 1.0902 | 1.1079 | 1.2802 | 0.9436 |
Total Trades | 396 | 198 | 198 | 396 | 198 | 198 |
Winning Trades | 203 | 107 | 96 | 203 | 107 | 96 |
Losing Trades | 193 | 91 | 102 | 193 | 91 | 102 |
Profitability (%) | 51.2626 | 54.0404 | 48.4848 | 51.2626 | 54.0404 | 48.4848 |
Ratio Avg Win / Avg Loss | 1.2492 | 1.329 | 1.1584 | 1.0534 | 1.0888 | 1.0025 |
Largest Winning Trade | 51770 | 42762 | 51770 | 192982 | 140531 | 192982 |
Largest Losing Trade | -23790 | -23790 | -21089 | -150510 | -150510 | -124458 |
Avg Bars in Trades | 17 | 18 | 16 | 17 | 18 | 16 |
Avg Bars in Winners | 18 | 20 | 16 | 18 | 20 | 16 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 6994 | 3673 | 3321 | 6994 | 3673 | 3321 |
Profit Streak | 611.4406 | 0 | 615.6906 | 611.4406 | 0 | 615.6906 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301741 | -11293 | -446771 | -175921 | -60771 | -578358 |
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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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