Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 207466.0105 | 248054.6726 | -40588.6621 | -32119.9074 | 146745.7769 | -178865.6843 |
Total P&L (%) | 207.466 | 248.0547 | -40.5887 | -32.1199 | 146.7458 | -178.8657 |
Avg Daily Profit (%) | 0.1469 | 0.1757 | -0.0287 | -0.0274 | 0.064 | 0 |
Buy And Hold Return (%) | 43.7324 | 43.7324 | 43.7324 | 43.7324 | 43.7324 | 43.7324 |
Max Trade Drawdown | -251229 | -87459 | -255804 | -1005297 | -677068 | -610567 |
Profit Factor | 1.134 | 1.3512 | 0.9518 | 0.9938 | 1.0586 | 0.9336 |
Total Trades | 392 | 196 | 196 | 392 | 196 | 196 |
Winning Trades | 192 | 97 | 95 | 192 | 97 | 95 |
Losing Trades | 200 | 99 | 101 | 200 | 99 | 101 |
Profitability (%) | 48.9796 | 49.4898 | 48.4694 | 48.9796 | 49.4898 | 48.4694 |
Ratio Avg Win / Avg Loss | 1.1813 | 1.3791 | 1.0119 | 1.0352 | 1.0804 | 0.9925 |
Largest Winning Trade | 39512 | 36928 | 39512 | 180662 | 170912 | 180662 |
Largest Losing Trade | -35827 | -34850 | -35827 | -276498 | -143791 | -276498 |
Avg Bars in Trades | 10 | 10 | 10 | 10 | 10 | 10 |
Avg Bars in Winners | 10 | 10 | 10 | 10 | 10 | 10 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 3997 | 2000 | 1998 | 3997 | 2000 | 1998 |
Profit Streak | 483.9289 | 483.9289 | 507.9289 | 483.9289 | 483.9289 | 507.9289 |
Trades During Streak | 4 | 2 | 5 | 4 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -68258 | 303676 | -577587 | -575826 | -264856 | -579254 |
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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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