Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 419646.8696 | 420946.932 | -1300.0624 | -183587.5691 | -7411.2421 | -176176.327 |
Total P&L (%) | 419.6469 | 420.9469 | -1.3001 | -183.5876 | -7.4112 | -176.1763 |
Avg Daily Profit (%) | 0.2191 | 0.2198 | -0.0007 | 0 | -0.004 | 0 |
Buy And Hold Return (%) | 49.9126 | 49.9126 | 49.9126 | 49.9126 | 49.9126 | 49.9126 |
Max Trade Drawdown | -196663 | -103409 | -266313 | -344427 | -96650 | -316489 |
Profit Factor | 1.2312 | 1.5365 | 0.9987 | 0.8657 | 0.9865 | 0.7847 |
Total Trades | 386 | 193 | 193 | 386 | 193 | 193 |
Winning Trades | 212 | 106 | 106 | 177 | 84 | 93 |
Losing Trades | 174 | 87 | 87 | 209 | 109 | 100 |
Profitability (%) | 54.9223 | 54.9223 | 54.9223 | 45.8549 | 43.5233 | 48.1865 |
Ratio Avg Win / Avg Loss | 1.0105 | 1.2611 | 0.8197 | 1.0222 | 1.2801 | 0.8437 |
Largest Winning Trade | 86308 | 86308 | 45449 | 62977 | 33386 | 62977 |
Largest Losing Trade | -135958 | -33019 | -135958 | -302544 | -35188 | -302544 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 5703 | 2866 | 2837 | 5703 | 2866 | 2837 |
Profit Streak | 13.797 | 13.797 | 18.797 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 412506 | 406413 | -578846 | -578427 | -580897 | -580750 |
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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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