Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 196891.6811 | 347267.4948 | -150375.8136 | -83404.3747 | 63722.0786 | -147126.4533 |
Total P&L (%) | 196.8917 | 347.2675 | -150.3758 | -83.4044 | 63.7221 | -147.1265 |
Avg Daily Profit (%) | 0.1217 | 0.2146 | -0.0929 | -0.1109 | 0.0305 | 0 |
Buy And Hold Return (%) | 23.7351 | 23.7351 | 23.7351 | 23.7351 | 23.7351 | 23.7351 |
Max Trade Drawdown | -190843 | -96169 | -255062 | -155275 | -84270 | -192347 |
Profit Factor | 1.1033 | 1.363 | 0.8416 | 0.9368 | 1.0935 | 0.7699 |
Total Trades | 746 | 373 | 373 | 746 | 373 | 373 |
Winning Trades | 354 | 185 | 169 | 354 | 185 | 169 |
Losing Trades | 392 | 188 | 204 | 392 | 188 | 204 |
Profitability (%) | 47.4531 | 49.5979 | 45.3083 | 47.4531 | 49.5979 | 45.3083 |
Ratio Avg Win / Avg Loss | 1.2217 | 1.3851 | 1.0159 | 1.0374 | 1.1113 | 0.9293 |
Largest Winning Trade | 198833 | 198833 | 55295 | 66908 | 66908 | 30206 |
Largest Losing Trade | -36042 | -24786 | -36042 | -26717 | -26717 | -22299 |
Avg Bars in Trades | 25 | 24 | 26 | 25 | 24 | 26 |
Avg Bars in Winners | 32 | 28 | 36 | 32 | 28 | 36 |
Avg Bars in Losers | 19 | 21 | 18 | 19 | 21 | 18 |
Bars Traded | 19173 | 9299 | 9874 | 19173 | 9299 | 9874 |
Profit Streak | 0 | 0 | 492.4631 | 0 | 0 | 492.4631 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -134268 | 350301 | -578679 | -575927 | -271679 | -580346 |
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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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