Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 399912.7914 | 424513.1633 | -24600.372 | 4834.0449 | 227491.5712 | -222657.5264 |
Total P&L (%) | 399.9128 | 424.5132 | -24.6004 | 4.834 | 227.4916 | -222.6575 |
Avg Daily Profit (%) | 0.1672 | 0.1775 | -0.0103 | 0.002 | 0.0496 | 0 |
Buy And Hold Return (%) | 136.7288 | 136.7288 | 136.7288 | 136.7288 | 136.7288 | 136.7288 |
Max Trade Drawdown | -157223 | -99731 | -132537 | -517801 | -330588 | -307774 |
Profit Factor | 1.2445 | 1.5604 | 0.972 | 1.0016 | 1.1715 | 0.8637 |
Total Trades | 417 | 209 | 208 | 417 | 209 | 208 |
Winning Trades | 199 | 100 | 99 | 199 | 100 | 99 |
Losing Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Profitability (%) | 47.7218 | 47.8469 | 47.5962 | 47.7218 | 47.8469 | 47.5962 |
Ratio Avg Win / Avg Loss | 1.3633 | 1.7008 | 1.0702 | 1.0973 | 1.2769 | 0.951 |
Largest Winning Trade | 122832 | 122832 | 43572 | 79091 | 74278 | 79091 |
Largest Losing Trade | -59831 | -31853 | -59831 | -157209 | -47601 | -157209 |
Avg Bars in Trades | 17 | 17 | 16 | 17 | 17 | 16 |
Avg Bars in Winners | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 7096 | 3586 | 3510 | 7096 | 3586 | 3510 |
Profit Streak | 6.8143 | 66.8143 | 0 | 6.8143 | 66.8143 | 0 |
Trades During Streak | 1 | 5 | 0 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 221941 | 311956 | -579235 | -572425 | -166205 | -580901 |
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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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