Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 236512.0862 | 309554.7128 | -73042.6266 | -62577.6835 | 251179.3066 | -313756.9902 |
Total P&L (%) | 236.5121 | 309.5547 | -73.0426 | -62.5777 | 251.1793 | -313.757 |
Avg Daily Profit (%) | 0.1462 | 0.1913 | -0.0451 | -0.0607 | 0.0777 | 0 |
Buy And Hold Return (%) | 23.7351 | 23.7351 | 23.7351 | 23.7351 | 23.7351 | 23.7351 |
Max Trade Drawdown | -190072 | -175387 | -203562 | -377584 | -237451 | -349394 |
Profit Factor | 1.1528 | 1.425 | 0.9109 | 0.9695 | 1.2615 | 0.7117 |
Total Trades | 413 | 207 | 206 | 413 | 207 | 206 |
Winning Trades | 220 | 112 | 108 | 220 | 112 | 108 |
Losing Trades | 193 | 95 | 98 | 193 | 95 | 98 |
Profitability (%) | 53.2688 | 54.1063 | 52.4272 | 53.2688 | 54.1063 | 52.4272 |
Ratio Avg Win / Avg Loss | 1.0113 | 1.2087 | 0.8265 | 0.8505 | 1.07 | 0.6458 |
Largest Winning Trade | 80367 | 80367 | 66829 | 100837 | 100837 | 55432 |
Largest Losing Trade | -50050 | -48330 | -50050 | -97999 | -89754 | -97999 |
Avg Bars in Trades | 45 | 36 | 54 | 45 | 36 | 54 |
Avg Bars in Winners | 39 | 31 | 47 | 39 | 31 | 47 |
Avg Bars in Losers | 53 | 43 | 63 | 53 | 43 | 63 |
Bars Traded | 18982 | 7654 | 11328 | 18982 | 7654 | 11328 |
Profit Streak | 0 | 0 | 498.8795 | 0 | 0 | 498.8795 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -47754 | 340378 | -579356 | -578195 | -88344 | -579356 |
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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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