Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 139669.1801 | 211810.0691 | -72140.8889 | -91172.6206 | 108346.5374 | -199519.158 |
Total P&L (%) | 139.6692 | 211.8101 | -72.1409 | -91.1726 | 108.3465 | -199.5192 |
Avg Daily Profit (%) | 0.0989 | 0.15 | -0.0511 | -0.1718 | 0.052 | 0 |
Buy And Hold Return (%) | 12.3899 | 12.3899 | 12.3899 | 12.3899 | 12.3899 | 12.3899 |
Max Trade Drawdown | -187875 | -91834 | -193808 | -155190 | -61241 | -225733 |
Profit Factor | 1.098 | 1.3589 | 0.9137 | 0.8956 | 1.3481 | 0.6449 |
Total Trades | 455 | 227 | 228 | 455 | 227 | 228 |
Winning Trades | 240 | 119 | 121 | 240 | 119 | 121 |
Losing Trades | 215 | 108 | 107 | 215 | 108 | 107 |
Profitability (%) | 52.7473 | 52.4229 | 53.0702 | 52.7473 | 52.4229 | 53.0702 |
Ratio Avg Win / Avg Loss | 0.9836 | 1.2333 | 0.808 | 0.8023 | 1.2235 | 0.5703 |
Largest Winning Trade | 39038 | 35499 | 39038 | 30613 | 30613 | 25485 |
Largest Losing Trade | -79996 | -58129 | -79996 | -130851 | -35466 | -130851 |
Avg Bars in Trades | 18 | 19 | 17 | 18 | 19 | 17 |
Avg Bars in Winners | 16 | 15 | 17 | 16 | 15 | 17 |
Avg Bars in Losers | 21 | 23 | 18 | 21 | 23 | 18 |
Bars Traded | 8399 | 4345 | 4054 | 8399 | 4345 | 4054 |
Profit Streak | 469.7599 | 0 | 469.9266 | 469.7599 | 0 | 469.9266 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -171744 | 319042 | -578879 | -577181 | -121864 | -578879 |
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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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