Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 281741.5331 | 332750.3405 | -51008.8075 | -78064.4103 | 144516.7667 | -222581.177 |
Total P&L (%) | 281.7415 | 332.7503 | -51.0088 | -78.0644 | 144.5168 | -222.5812 |
Avg Daily Profit (%) | 0.1741 | 0.2057 | -0.0315 | -0.0937 | 0.0553 | 0 |
Buy And Hold Return (%) | 31.4118 | 31.4118 | 31.4118 | 31.4118 | 31.4118 | 31.4118 |
Max Trade Drawdown | -188279 | -196699 | -186221 | -324350 | -310376 | -336610 |
Profit Factor | 1.1203 | 1.2917 | 0.9575 | 0.9682 | 1.1225 | 0.8253 |
Total Trades | 718 | 359 | 359 | 718 | 359 | 359 |
Winning Trades | 390 | 194 | 196 | 390 | 194 | 196 |
Losing Trades | 328 | 165 | 163 | 328 | 165 | 163 |
Profitability (%) | 54.3175 | 54.039 | 54.5961 | 54.3175 | 54.039 | 54.5961 |
Ratio Avg Win / Avg Loss | 0.9422 | 1.0986 | 0.7963 | 0.8143 | 0.9547 | 0.6863 |
Largest Winning Trade | 54413 | 54413 | 33755 | 61945 | 61945 | 49488 |
Largest Losing Trade | -70567 | -47847 | -70567 | -141100 | -141100 | -118542 |
Avg Bars in Trades | 27 | 26 | 27 | 27 | 26 | 27 |
Avg Bars in Winners | 24 | 23 | 25 | 24 | 23 | 25 |
Avg Bars in Losers | 29 | 30 | 29 | 29 | 30 | 29 |
Bars Traded | 19396 | 9555 | 9841 | 19396 | 9555 | 9841 |
Profit Streak | 475.6042 | 0 | 493.7708 | 475.6042 | 0 | 493.7708 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -77272 | 353703 | -577229 | -575605 | -206106 | -577229 |
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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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