Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 353785.3675 | 523978.5052 | -170193.1376 | -89147.3295 | 177544.8753 | -266692.2048 |
Total P&L (%) | 353.7854 | 523.9785 | -170.1931 | -89.1473 | 177.5449 | -266.6922 |
Avg Daily Profit (%) | 0.194 | 0.2874 | -0.0933 | -0.1217 | 0.056 | 0 |
Buy And Hold Return (%) | 164.8284 | 164.8284 | 164.8284 | 164.8284 | 164.8284 | 164.8284 |
Max Trade Drawdown | -334110 | -198719 | -203496 | -550381 | -291438 | -267207 |
Profit Factor | 1.2058 | 1.6329 | 0.8091 | 0.9216 | 1.3044 | 0.5189 |
Total Trades | 397 | 198 | 199 | 397 | 198 | 199 |
Winning Trades | 206 | 104 | 102 | 206 | 104 | 102 |
Losing Trades | 191 | 94 | 97 | 191 | 94 | 97 |
Profitability (%) | 51.8892 | 52.5253 | 51.2563 | 51.8892 | 52.5253 | 51.2563 |
Ratio Avg Win / Avg Loss | 1.118 | 1.4759 | 0.7695 | 0.8545 | 1.179 | 0.4934 |
Largest Winning Trade | 487939 | 487939 | 38115 | 459211 | 459211 | 43327 |
Largest Losing Trade | -43543 | -38370 | -43543 | -134721 | -134721 | -84426 |
Avg Bars in Trades | 13 | 13 | 12 | 13 | 13 | 12 |
Avg Bars in Winners | 13 | 14 | 13 | 13 | 14 | 13 |
Avg Bars in Losers | 12 | 13 | 12 | 12 | 13 | 12 |
Bars Traded | 5290 | 2738 | 2552 | 5290 | 2738 | 2552 |
Profit Streak | 11.5755 | 15.9089 | 11.5755 | 11.5755 | 15.9089 | 11.5755 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 174682 | 341210 | -579220 | -577090 | -258136 | -579220 |
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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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