Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 361516.5967 | 569803.9833 | -208287.3866 | -102325.7059 | -36789.9626 | -65535.7434 |
Total P&L (%) | 361.5166 | 569.804 | -208.2874 | -102.3257 | -36.79 | -65.5357 |
Avg Daily Profit (%) | 0.1623 | 0.2557 | -0.0935 | 0 | -0.0206 | -0.0478 |
Buy And Hold Return (%) | 182.1881 | 182.1881 | 182.1881 | 182.1881 | 182.1881 | 182.1881 |
Max Trade Drawdown | -272629 | -173234 | -280113 | -142828 | -57324 | -104274 |
Profit Factor | 1.1663 | 1.5767 | 0.8243 | 0.7559 | 0.8237 | 0.6887 |
Total Trades | 473 | 237 | 236 | 473 | 237 | 236 |
Winning Trades | 238 | 115 | 123 | 243 | 128 | 115 |
Losing Trades | 235 | 122 | 113 | 230 | 109 | 121 |
Profitability (%) | 50.3171 | 48.5232 | 52.1186 | 51.3742 | 54.0084 | 48.7288 |
Ratio Avg Win / Avg Loss | 1.1516 | 1.6726 | 0.7572 | 0.7155 | 0.7014 | 0.7246 |
Largest Winning Trade | 383060 | 383060 | 36126 | 14101 | 14101 | 10316 |
Largest Losing Trade | -112315 | -43576 | -112315 | -40486 | -40486 | -29515 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 6664 | 3346 | 3318 | 6664 | 3346 | 3318 |
Profit Streak | 0 | 0 | 0 | 19.3029 | 33.3029 | 19.3029 |
Trades During Streak | 0 | 0 | 0 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -34454 | 316449 | -579546 | -576378 | -577847 | -579756 |
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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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