Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 401499.1847 | 417995.1107 | -16495.926 | -68209.3679 | 205429.7617 | -273639.1296 |
Total P&L (%) | 401.4992 | 417.9951 | -16.4959 | -68.2094 | 205.4298 | -273.6391 |
Avg Daily Profit (%) | 0.209 | 0.2176 | -0.0086 | -0.0596 | 0.0581 | 0 |
Buy And Hold Return (%) | 11.3399 | 11.3399 | 11.3399 | 11.3399 | 11.3399 | 11.3399 |
Max Trade Drawdown | -261355 | -205508 | -152789 | -842548 | -839103 | -581593 |
Profit Factor | 1.2809 | 1.5568 | 0.9757 | 0.9809 | 1.106 | 0.8318 |
Total Trades | 286 | 143 | 143 | 286 | 143 | 143 |
Winning Trades | 141 | 62 | 79 | 141 | 62 | 79 |
Losing Trades | 145 | 81 | 64 | 145 | 81 | 64 |
Profitability (%) | 49.3007 | 43.3566 | 55.2448 | 49.3007 | 43.3566 | 55.2448 |
Ratio Avg Win / Avg Loss | 1.3172 | 2.0339 | 0.7904 | 1.0087 | 1.445 | 0.6738 |
Largest Winning Trade | 109866 | 109866 | 41845 | 198358 | 198358 | 179338 |
Largest Losing Trade | -87996 | -34631 | -87996 | -282851 | -241321 | -282851 |
Avg Bars in Trades | 25 | 27 | 24 | 25 | 27 | 24 |
Avg Bars in Winners | 25 | 28 | 24 | 25 | 28 | 24 |
Avg Bars in Losers | 26 | 27 | 24 | 26 | 27 | 24 |
Bars Traded | 7433 | 3977 | 3456 | 7433 | 3977 | 3456 |
Profit Streak | 30.9767 | 30.9767 | 40.9767 | 30.9767 | 30.9767 | 40.9767 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384058 | 325980 | -578570 | -576108 | -220663 | -578570 |
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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) |
---|