Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 135092.0053 | 290245.178 | -155153.1727 | -95398.0297 | 103644.6713 | -199042.7009 |
Total P&L (%) | 135.092 | 290.2452 | -155.1532 | -95.398 | 103.6447 | -199.0427 |
Avg Daily Profit (%) | 0.0713 | 0.1533 | -0.0819 | -0.1624 | 0.0376 | 0 |
Buy And Hold Return (%) | 20.0506 | 20.0506 | 20.0506 | 20.0506 | 20.0506 | 20.0506 |
Max Trade Drawdown | -347987 | -164433 | -229956 | -377184 | -154645 | -243582 |
Profit Factor | 1.086 | 1.3948 | 0.8145 | 0.9065 | 1.2575 | 0.6776 |
Total Trades | 395 | 197 | 198 | 395 | 197 | 198 |
Winning Trades | 195 | 92 | 103 | 195 | 92 | 103 |
Losing Trades | 200 | 105 | 95 | 200 | 105 | 95 |
Profitability (%) | 49.3671 | 46.7005 | 52.0202 | 49.3671 | 46.7005 | 52.0202 |
Ratio Avg Win / Avg Loss | 1.1138 | 1.5919 | 0.7513 | 0.9297 | 1.4351 | 0.625 |
Largest Winning Trade | 298776 | 298776 | 47183 | 64259 | 64259 | 47176 |
Largest Losing Trade | -60149 | -29895 | -60149 | -150356 | -57043 | -150356 |
Avg Bars in Trades | 14 | 12 | 15 | 14 | 12 | 15 |
Avg Bars in Winners | 17 | 15 | 18 | 17 | 15 | 18 |
Avg Bars in Losers | 11 | 9 | 13 | 11 | 9 | 13 |
Bars Traded | 5648 | 2502 | 3146 | 5648 | 2502 | 3146 |
Profit Streak | 16.5703 | 0 | 22.5703 | 16.5703 | 0 | 22.5703 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -221164 | 304803 | -579209 | -578107 | -144647 | -579209 |
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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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