Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 205533.8308 | 222335.633 | -16801.8022 | 7931.2552 | 92820.6722 | -84889.417 |
Total P&L (%) | 205.5338 | 222.3356 | -16.8018 | 7.9313 | 92.8207 | -84.8894 |
Avg Daily Profit (%) | 0.1683 | 0.182 | -0.0138 | 0.0062 | 0.0538 | -0.1546 |
Buy And Hold Return (%) | 15.2632 | 15.2632 | 15.2632 | 15.2632 | 15.2632 | 15.2632 |
Max Trade Drawdown | -95023 | -38647 | -139123 | -79537 | -33423 | -113684 |
Profit Factor | 1.1647 | 1.5041 | 0.9792 | 1.0102 | 1.3494 | 0.8347 |
Total Trades | 377 | 188 | 189 | 377 | 188 | 189 |
Winning Trades | 206 | 108 | 98 | 206 | 108 | 98 |
Losing Trades | 171 | 80 | 91 | 171 | 80 | 91 |
Profitability (%) | 54.6419 | 57.4468 | 51.8519 | 54.6419 | 57.4468 | 51.8519 |
Ratio Avg Win / Avg Loss | 0.9668 | 1.1141 | 0.9092 | 0.8385 | 0.9996 | 0.775 |
Largest Winning Trade | 37690 | 33382 | 37690 | 22854 | 22573 | 22854 |
Largest Losing Trade | -40487 | -19530 | -40487 | -26340 | -13078 | -26340 |
Avg Bars in Trades | 18 | 13 | 24 | 18 | 13 | 24 |
Avg Bars in Winners | 18 | 11 | 25 | 18 | 11 | 25 |
Avg Bars in Losers | 19 | 14 | 22 | 19 | 14 | 22 |
Bars Traded | 7077 | 2456 | 4621 | 7077 | 2456 | 4621 |
Profit Streak | 3.1087 | 11.442 | 3.1087 | 3.1087 | 11.442 | 3.1087 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -31463 | 399720 | -580871 | -558983 | -120705 | -580871 |
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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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