Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 456653.9513 | 517272.6705 | -60618.7192 | -23659.8644 | 26437.6062 | -50097.4706 |
Total P&L (%) | 456.654 | 517.2727 | -60.6187 | -23.6599 | 26.4376 | -50.0975 |
Avg Daily Profit (%) | 0.2456 | 0.2782 | -0.0326 | -0.0145 | 0.0126 | -0.0374 |
Buy And Hold Return (%) | 195.3639 | 195.3639 | 195.3639 | 195.3639 | 195.3639 | 195.3639 |
Max Trade Drawdown | -172397 | -110240 | -279559 | -113588 | -95008 | -117346 |
Profit Factor | 1.2843 | 1.6769 | 0.928 | 0.971 | 1.0674 | 0.8818 |
Total Trades | 393 | 197 | 196 | 393 | 197 | 196 |
Winning Trades | 194 | 99 | 95 | 194 | 99 | 95 |
Losing Trades | 199 | 98 | 101 | 199 | 98 | 101 |
Profitability (%) | 49.3639 | 50.2538 | 48.4694 | 49.3639 | 50.2538 | 48.4694 |
Ratio Avg Win / Avg Loss | 1.3174 | 1.6599 | 0.9866 | 0.996 | 1.0566 | 0.9375 |
Largest Winning Trade | 235770 | 235770 | 55719 | 44381 | 37747 | 44381 |
Largest Losing Trade | -35082 | -28355 | -35082 | -28371 | -28371 | -26028 |
Avg Bars in Trades | 28 | 26 | 29 | 28 | 26 | 29 |
Avg Bars in Winners | 36 | 34 | 38 | 36 | 34 | 38 |
Avg Bars in Losers | 19 | 19 | 19 | 19 | 19 | 19 |
Bars Traded | 11006 | 5317 | 5689 | 11006 | 5317 | 5689 |
Profit Streak | 3.7363 | 3.7363 | 3.903 | 3.7363 | 3.7363 | 3.903 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 195784 | 316118 | -580934 | -578699 | -487873 | -580934 |
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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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