Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 378492.3462 | 390468.4218 | -11976.0756 | -309074.5074 | -1660.1209 | -307414.3865 |
Total P&L (%) | 378.4923 | 390.4684 | -11.9761 | -309.0745 | -1.6601 | -307.4144 |
Avg Daily Profit (%) | 0.1817 | 0.1874 | -0.0057 | 0 | -0.0008 | 0 |
Buy And Hold Return (%) | 56.463 | 56.463 | 56.463 | 56.463 | 56.463 | 56.463 |
Max Trade Drawdown | -143316 | -75242 | -181471 | -1030299 | -511774 | -743307 |
Profit Factor | 1.2886 | 1.5992 | 0.9819 | 0.9077 | 0.999 | 0.8122 |
Total Trades | 352 | 176 | 176 | 352 | 176 | 176 |
Winning Trades | 184 | 84 | 100 | 174 | 97 | 77 |
Losing Trades | 168 | 92 | 76 | 178 | 79 | 99 |
Profitability (%) | 52.2727 | 47.7273 | 56.8182 | 49.4318 | 55.1136 | 43.75 |
Ratio Avg Win / Avg Loss | 1.1765 | 1.7515 | 0.7462 | 0.9286 | 0.8136 | 1.0442 |
Largest Winning Trade | 193851 | 193851 | 36041 | 177871 | 177871 | 154911 |
Largest Losing Trade | -132184 | -44707 | -132184 | -198328 | -154379 | -198328 |
Avg Bars in Trades | 69 | 76 | 63 | 69 | 76 | 63 |
Avg Bars in Winners | 69 | 74 | 65 | 70 | 74 | 65 |
Avg Bars in Losers | 70 | 77 | 61 | 68 | 77 | 62 |
Bars Traded | 24599 | 13390 | 11208 | 24599 | 13390 | 11208 |
Profit Streak | 12.6911 | 0 | 64.2744 | 0 | 44.7744 | 0 |
Trades During Streak | 1 | 0 | 5 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361037 | 358664 | -578031 | -579158 | -578328 | -581175 |
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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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