Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 158465.3052 | 167619.6307 | -9154.3255 | -5348.6247 | 30723.693 | -36072.3177 |
Total P&L (%) | 158.4653 | 167.6196 | -9.1543 | -5.3486 | 30.7237 | -36.0723 |
Avg Daily Profit (%) | 0.1521 | 0.1609 | -0.0088 | -0.0053 | 0.0257 | -0.0429 |
Buy And Hold Return (%) | 22.676 | 22.676 | 22.676 | 22.676 | 22.676 | 22.676 |
Max Trade Drawdown | -129124 | -127029 | -89246 | -101300 | -70907 | -54783 |
Profit Factor | 1.1424 | 1.2923 | 0.983 | 0.9916 | 1.0907 | 0.879 |
Total Trades | 464 | 232 | 232 | 464 | 232 | 232 |
Winning Trades | 258 | 126 | 132 | 258 | 126 | 132 |
Losing Trades | 206 | 106 | 100 | 206 | 106 | 100 |
Profitability (%) | 55.6034 | 54.3103 | 56.8966 | 55.6034 | 54.3103 | 56.8966 |
Ratio Avg Win / Avg Loss | 0.9121 | 1.0871 | 0.7447 | 0.7917 | 0.9175 | 0.6659 |
Largest Winning Trade | 116761 | 116761 | 17329 | 50985 | 50985 | 7859 |
Largest Losing Trade | -33926 | -29532 | -33926 | -21905 | -21905 | -18575 |
Avg Bars in Trades | 53 | 57 | 49 | 53 | 57 | 49 |
Avg Bars in Winners | 45 | 46 | 45 | 45 | 46 | 45 |
Avg Bars in Losers | 62 | 69 | 55 | 62 | 69 | 55 |
Bars Traded | 24807 | 13286 | 11521 | 24807 | 13286 | 11521 |
Profit Streak | 5.8013 | 6.093 | 5.8013 | 5.8013 | 6.093 | 5.8013 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -53641 | 349538 | -578524 | -576036 | -333958 | -578524 |
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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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