Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 397188.7313 | 398762.4453 | -1573.7141 | -109009.0894 | -28862.0718 | -80147.0176 |
Total P&L (%) | 397.1887 | 398.7624 | -1.5737 | -109.0091 | -28.8621 | -80.147 |
Avg Daily Profit (%) | 0.2166 | 0.2175 | -0.0009 | 0 | -0.0186 | -0.0881 |
Buy And Hold Return (%) | 85.8714 | 85.8714 | 85.8714 | 85.8714 | 85.8714 | 85.8714 |
Max Trade Drawdown | -160087 | -101101 | -156625 | -120793 | -45420 | -93484 |
Profit Factor | 1.3023 | 1.6496 | 0.9978 | 0.48 | 0.614 | 0.4057 |
Total Trades | 390 | 195 | 195 | 390 | 195 | 195 |
Winning Trades | 186 | 93 | 93 | 197 | 97 | 100 |
Losing Trades | 204 | 102 | 102 | 193 | 98 | 95 |
Profitability (%) | 47.6923 | 47.6923 | 47.6923 | 50.5128 | 49.7436 | 51.2821 |
Ratio Avg Win / Avg Loss | 1.4283 | 1.8093 | 1.0943 | 0.4702 | 0.6203 | 0.3854 |
Largest Winning Trade | 74013 | 74013 | 44064 | 16187 | 12352 | 16187 |
Largest Losing Trade | -100757 | -34762 | -100757 | -86697 | -9772 | -86697 |
Avg Bars in Trades | 27 | 30 | 25 | 27 | 30 | 25 |
Avg Bars in Winners | 35 | 36 | 33 | 22 | 25 | 19 |
Avg Bars in Losers | 21 | 24 | 18 | 33 | 35 | 32 |
Bars Traded | 10868 | 5913 | 4955 | 10868 | 5913 | 4955 |
Profit Streak | 0 | 0 | 45.3754 | 10.2087 | 48.042 | 0 |
Trades During Streak | 0 | 0 | 3 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 274082 | 317245 | -577846 | -577736 | -578863 | -579868 |
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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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