Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 146864.6307 | 378022.3257 | -231157.695 | -99086.5253 | 32090.4852 | -131177.0106 |
Total P&L (%) | 146.8646 | 378.0223 | -231.1577 | -99.0865 | 32.0905 | -131.177 |
Avg Daily Profit (%) | 0.0788 | 0.2027 | -0.124 | -0.2515 | 0.0149 | 0 |
Buy And Hold Return (%) | 80.8176 | 80.8176 | 80.8176 | 80.8176 | 80.8176 | 80.8176 |
Max Trade Drawdown | -223072 | -106573 | -346306 | -141238 | -21864 | -158299 |
Profit Factor | 1.0712 | 1.446 | 0.8096 | 0.6226 | 1.5138 | 0.3443 |
Total Trades | 394 | 197 | 197 | 394 | 197 | 197 |
Winning Trades | 203 | 103 | 100 | 203 | 103 | 100 |
Losing Trades | 191 | 94 | 97 | 191 | 94 | 97 |
Profitability (%) | 51.5228 | 52.2843 | 50.7614 | 51.5228 | 52.2843 | 50.7614 |
Ratio Avg Win / Avg Loss | 1.0079 | 1.3196 | 0.7853 | 0.5858 | 1.3815 | 0.334 |
Largest Winning Trade | 91006 | 91006 | 46484 | 31599 | 31599 | 16342 |
Largest Losing Trade | -77822 | -35758 | -77822 | -107535 | -19810 | -107535 |
Avg Bars in Trades | 27 | 27 | 28 | 27 | 27 | 28 |
Avg Bars in Winners | 28 | 28 | 28 | 28 | 28 | 28 |
Avg Bars in Losers | 27 | 25 | 28 | 27 | 25 | 28 |
Bars Traded | 10978 | 5352 | 5626 | 10978 | 5352 | 5626 |
Profit Streak | 0 | 16.6369 | 0 | 0 | 16.6369 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -235522 | 310443 | -579925 | -578243 | -335668 | -579925 |
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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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