Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 186971.3889 | 165659.4275 | 21311.9614 | -59305.0161 | 27660.6504 | -86965.6665 |
Total P&L (%) | 186.9714 | 165.6594 | 21.312 | -59.305 | 27.6607 | -86.9657 |
Avg Daily Profit (%) | 0.1795 | 0.159 | 0.0205 | -0.0863 | 0.0234 | -0.1954 |
Buy And Hold Return (%) | 13.2146 | 13.2146 | 13.2146 | 13.2146 | 13.2146 | 13.2146 |
Max Trade Drawdown | -97356 | -74954 | -101541 | -108599 | -31543 | -114956 |
Profit Factor | 1.2259 | 1.4444 | 1.0468 | 0.822 | 1.2445 | 0.6047 |
Total Trades | 380 | 190 | 190 | 380 | 190 | 190 |
Winning Trades | 215 | 104 | 111 | 215 | 104 | 111 |
Losing Trades | 165 | 86 | 79 | 165 | 86 | 79 |
Profitability (%) | 56.5789 | 54.7368 | 58.4211 | 56.5789 | 54.7368 | 58.4211 |
Ratio Avg Win / Avg Loss | 0.9408 | 1.1944 | 0.7451 | 0.6308 | 1.0291 | 0.4303 |
Largest Winning Trade | 29444 | 29444 | 19054 | 9769 | 7580 | 9769 |
Largest Losing Trade | -91138 | -38965 | -91138 | -107908 | -18808 | -107908 |
Avg Bars in Trades | 65 | 67 | 62 | 65 | 67 | 62 |
Avg Bars in Winners | 48 | 53 | 44 | 48 | 53 | 44 |
Avg Bars in Losers | 86 | 84 | 89 | 86 | 84 | 89 |
Bars Traded | 24763 | 12796 | 11968 | 24763 | 12796 | 11968 |
Profit Streak | 1.6597 | 3.4097 | 0 | 1.6597 | 3.4097 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 211426 | 323333 | -344128 | -580315 | -167323 | -579247 |
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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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