Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 370977.7598 | 514856.4419 | -143878.6821 | -99786.1721 | 164437.8022 | -264223.9743 |
Total P&L (%) | 370.9778 | 514.8564 | -143.8787 | -99.7862 | 164.4378 | -264.224 |
Avg Daily Profit (%) | 0.1997 | 0.2771 | -0.0774 | -0.3303 | 0.0524 | 0 |
Buy And Hold Return (%) | 215.438 | 215.438 | 215.438 | 215.438 | 215.438 | 215.438 |
Max Trade Drawdown | -331234 | -91414 | -380215 | -155865 | -29490 | -261839 |
Profit Factor | 1.1728 | 1.6006 | 0.8884 | 0.7782 | 2.5701 | 0.2343 |
Total Trades | 413 | 207 | 206 | 413 | 207 | 206 |
Winning Trades | 203 | 103 | 100 | 203 | 103 | 100 |
Losing Trades | 210 | 104 | 106 | 210 | 104 | 106 |
Profitability (%) | 49.1525 | 49.7585 | 48.5437 | 49.1525 | 49.7585 | 48.5437 |
Ratio Avg Win / Avg Loss | 1.2133 | 1.6161 | 0.9417 | 0.805 | 2.5951 | 0.2483 |
Largest Winning Trade | 87944 | 87944 | 50392 | 36972 | 36972 | 15864 |
Largest Losing Trade | -98450 | -38091 | -98450 | -136156 | -15839 | -136156 |
Avg Bars in Trades | 13 | 11 | 14 | 13 | 11 | 14 |
Avg Bars in Winners | 14 | 12 | 16 | 14 | 12 | 16 |
Avg Bars in Losers | 11 | 10 | 13 | 11 | 10 | 13 |
Bars Traded | 5467 | 2456 | 3011 | 5467 | 2456 | 3011 |
Profit Streak | 4.6987 | 5.6987 | 0 | 4.6987 | 5.6987 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -28983 | 318622 | -580543 | -578237 | -282467 | -580543 |
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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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