Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 208643.684 | 304012.4198 | -95368.7358 | -85926.1163 | 222318.8008 | -308244.917 |
Total P&L (%) | 208.6437 | 304.0124 | -95.3687 | -85.9261 | 222.3188 | -308.2449 |
Avg Daily Profit (%) | 0.1108 | 0.1615 | -0.0507 | -0.1041 | 0.0622 | 0 |
Buy And Hold Return (%) | 21.8862 | 21.8862 | 21.8862 | 21.8862 | 21.8862 | 21.8862 |
Max Trade Drawdown | -161637 | -85513 | -243751 | -334084 | -99596 | -400894 |
Profit Factor | 1.0843 | 1.2669 | 0.9286 | 0.9477 | 1.3288 | 0.6812 |
Total Trades | 749 | 374 | 375 | 749 | 374 | 375 |
Winning Trades | 356 | 175 | 181 | 356 | 175 | 181 |
Losing Trades | 393 | 199 | 194 | 393 | 199 | 194 |
Profitability (%) | 47.53 | 46.7914 | 48.2667 | 47.53 | 46.7914 | 48.2667 |
Ratio Avg Win / Avg Loss | 1.197 | 1.4406 | 0.9953 | 1.0462 | 1.5111 | 0.7301 |
Largest Winning Trade | 79718 | 79718 | 30078 | 72339 | 72339 | 53620 |
Largest Losing Trade | -55703 | -37477 | -55703 | -89060 | -47490 | -89060 |
Avg Bars in Trades | 14 | 14 | 15 | 14 | 14 | 15 |
Avg Bars in Winners | 14 | 14 | 15 | 14 | 14 | 15 |
Avg Bars in Losers | 15 | 15 | 14 | 15 | 15 | 14 |
Bars Traded | 11226 | 5546 | 5680 | 11226 | 5546 | 5680 |
Profit Streak | 19.6226 | 22.6226 | 19.6226 | 19.6226 | 22.6226 | 19.6226 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168110 | 311172 | -578704 | -574363 | -107044 | -578704 |
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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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