Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 202113.8451 | 316888.1803 | -114774.3352 | -90138.0838 | 103193.579 | -193331.6628 |
Total P&L (%) | 202.1138 | 316.8882 | -114.7743 | -90.1381 | 103.1936 | -193.3317 |
Avg Daily Profit (%) | 0.1055 | 0.1654 | -0.0599 | -0.1208 | 0.037 | 0 |
Buy And Hold Return (%) | 38.9259 | 38.9259 | 38.9259 | 38.9259 | 38.9259 | 38.9259 |
Max Trade Drawdown | -273935 | -158805 | -294597 | -208629 | -29272 | -228892 |
Profit Factor | 1.0731 | 1.2498 | 0.9233 | 0.8743 | 1.3738 | 0.5614 |
Total Trades | 829 | 414 | 415 | 829 | 414 | 415 |
Winning Trades | 421 | 202 | 219 | 421 | 202 | 219 |
Losing Trades | 408 | 212 | 196 | 408 | 212 | 196 |
Profitability (%) | 50.7841 | 48.7923 | 52.7711 | 50.7841 | 48.7923 | 52.7711 |
Ratio Avg Win / Avg Loss | 1.04 | 1.3117 | 0.8263 | 0.8473 | 1.4418 | 0.5024 |
Largest Winning Trade | 72612 | 72612 | 30929 | 45518 | 45518 | 26298 |
Largest Losing Trade | -51008 | -28651 | -51008 | -54880 | -21924 | -54880 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 11478 | 5732 | 5746 | 11478 | 5732 | 5746 |
Profit Streak | 0 | 13.7644 | 0 | 0 | 13.7644 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -188335 | 345458 | -578527 | -575651 | -143847 | -578527 |
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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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