Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 517350.9305 | 547280.4723 | -29929.5418 | 32064.6464 | 282082.3414 | -250017.695 |
Total P&L (%) | 517.3509 | 547.2805 | -29.9295 | 32.0646 | 282.0823 | -250.0177 |
Avg Daily Profit (%) | 0.2392 | 0.253 | -0.0138 | 0.0129 | 0.062 | 0 |
Buy And Hold Return (%) | 196.1216 | 196.1216 | 196.1216 | 196.1216 | 196.1216 | 196.1216 |
Max Trade Drawdown | -168427 | -93655 | -237304 | -217533 | -132925 | -411556 |
Profit Factor | 1.32 | 1.6408 | 0.9608 | 1.017 | 1.2967 | 0.734 |
Total Trades | 357 | 178 | 179 | 357 | 178 | 179 |
Winning Trades | 185 | 87 | 98 | 185 | 87 | 98 |
Losing Trades | 172 | 91 | 81 | 172 | 91 | 81 |
Profitability (%) | 51.8207 | 48.8764 | 54.7486 | 51.8207 | 48.8764 | 54.7486 |
Ratio Avg Win / Avg Loss | 1.2272 | 1.7162 | 0.7941 | 0.9455 | 1.3563 | 0.6067 |
Largest Winning Trade | 141156 | 141156 | 37912 | 106472 | 106472 | 33099 |
Largest Losing Trade | -55605 | -55605 | -52269 | -85628 | -85472 | -85628 |
Avg Bars in Trades | 18 | 24 | 11 | 18 | 24 | 11 |
Avg Bars in Winners | 16 | 22 | 10 | 16 | 22 | 10 |
Avg Bars in Losers | 20 | 26 | 13 | 20 | 26 | 13 |
Bars Traded | 6438 | 4344 | 2094 | 6438 | 4344 | 2094 |
Profit Streak | 10.616 | 0 | 59.9493 | 10.616 | 0 | 59.9493 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 294312 | 306653 | -578109 | -541948 | -139285 | -578109 |
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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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