Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 375440.8581 | 371951.7863 | 3489.0717 | -216997.4379 | 190307.093 | -407304.5309 |
Total P&L (%) | 375.4409 | 371.9518 | 3.4891 | -216.9974 | 190.3071 | -407.3045 |
Avg Daily Profit (%) | 0.1946 | 0.1927 | 0.0018 | 0 | 0.0552 | 0 |
Buy And Hold Return (%) | 12.4091 | 12.4091 | 12.4091 | 12.4091 | 12.4091 | 12.4091 |
Max Trade Drawdown | -179522 | -102517 | -278792 | -665623 | -284799 | -496796 |
Profit Factor | 1.215 | 1.4809 | 1.0036 | 0.9154 | 1.177 | 0.7268 |
Total Trades | 382 | 191 | 191 | 382 | 191 | 191 |
Winning Trades | 197 | 92 | 105 | 199 | 105 | 94 |
Losing Trades | 185 | 99 | 86 | 183 | 86 | 97 |
Profitability (%) | 51.5707 | 48.1675 | 54.9738 | 52.0942 | 54.9738 | 49.2147 |
Ratio Avg Win / Avg Loss | 1.1409 | 1.5936 | 0.822 | 0.8418 | 0.964 | 0.75 |
Largest Winning Trade | 75012 | 75012 | 29803 | 71830 | 71830 | 53545 |
Largest Losing Trade | -130822 | -31437 | -130822 | -217914 | -91383 | -217914 |
Avg Bars in Trades | 59 | 54 | 64 | 59 | 54 | 64 |
Avg Bars in Winners | 54 | 51 | 58 | 58 | 56 | 60 |
Avg Bars in Losers | 64 | 57 | 73 | 60 | 51 | 68 |
Bars Traded | 22812 | 10440 | 12372 | 22812 | 10440 | 12372 |
Profit Streak | 17.1672 | 17.1672 | 20.1672 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 389433 | 365812 | -572271 | -578509 | -145602 | -580638 |
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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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