Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 483134.7866 | 572078.033 | -88943.2464 | -64924.6969 | 2731396.2164 | -2796320.9133 |
Total P&L (%) | 483.1348 | 572.078 | -88.9432 | -64.9247 | 2731.3962 | -2796.3209 |
Avg Daily Profit (%) | 0.2142 | 0.2536 | -0.0394 | -0.0464 | 0.1483 | 0 |
Buy And Hold Return (%) | 175.7874 | 175.7874 | 175.7874 | 175.7874 | 175.7874 | 175.7874 |
Max Trade Drawdown | -399058 | -177690 | -341664 | -1991855 | -772893 | -3232759 |
Profit Factor | 1.2484 | 1.5687 | 0.9053 | 0.9909 | 2.114 | 0.3995 |
Total Trades | 352 | 176 | 176 | 352 | 176 | 176 |
Winning Trades | 183 | 86 | 97 | 183 | 86 | 97 |
Losing Trades | 169 | 90 | 79 | 169 | 90 | 79 |
Profitability (%) | 51.9886 | 48.8636 | 55.1136 | 51.9886 | 48.8636 | 55.1136 |
Ratio Avg Win / Avg Loss | 1.1528 | 1.6417 | 0.7373 | 0.9151 | 2.2123 | 0.3254 |
Largest Winning Trade | 158281 | 158281 | 48458 | 761416 | 761416 | 244119 |
Largest Losing Trade | -65588 | -36296 | -65588 | -868542 | -250429 | -868542 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 4455 | 2228 | 2227 | 4455 | 2228 | 2227 |
Profit Streak | 38.4764 | 38.4764 | 44.9764 | 38.4764 | 38.4764 | 44.9764 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 291193 | 346996 | -578051 | -576865 | 381930 | -578051 |
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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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