Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 183041.0259 | 236281.8376 | -53240.8116 | -74363.1037 | 150801.5 | -225164.6037 |
Total P&L (%) | 183.041 | 236.2818 | -53.2408 | -74.3631 | 150.8015 | -225.1646 |
Avg Daily Profit (%) | 0.1296 | 0.1674 | -0.0377 | -0.0964 | 0.0651 | 0 |
Buy And Hold Return (%) | 24.5272 | 24.5272 | 24.5272 | 24.5272 | 24.5272 | 24.5272 |
Max Trade Drawdown | -166236 | -85821 | -219835 | -716930 | -377727 | -599131 |
Profit Factor | 1.0782 | 1.219 | 0.9578 | 0.9863 | 1.0594 | 0.9217 |
Total Trades | 876 | 438 | 438 | 876 | 438 | 438 |
Winning Trades | 536 | 271 | 265 | 536 | 271 | 265 |
Losing Trades | 340 | 167 | 173 | 340 | 167 | 173 |
Profitability (%) | 61.1872 | 61.8721 | 60.5023 | 61.1872 | 61.8721 | 60.5023 |
Ratio Avg Win / Avg Loss | 0.684 | 0.7512 | 0.6253 | 0.6256 | 0.6528 | 0.6017 |
Largest Winning Trade | 28100 | 28100 | 21615 | 112660 | 56768 | 112660 |
Largest Losing Trade | -47046 | -43208 | -47046 | -234600 | -180934 | -234600 |
Avg Bars in Trades | 9 | 9 | 10 | 9 | 9 | 10 |
Avg Bars in Winners | 6 | 6 | 6 | 6 | 6 | 6 |
Avg Bars in Losers | 14 | 13 | 14 | 14 | 13 | 14 |
Bars Traded | 8420 | 3990 | 4429 | 8420 | 3990 | 4429 |
Profit Streak | 455.7694 | 455.7694 | 458.436 | 455.7694 | 455.7694 | 458.436 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148396 | 338375 | -576820 | -573096 | -259276 | -576820 |
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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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