Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 331241.9583 | 379893.5549 | -48651.5966 | -57760.8165 | -19164.0111 | -38596.8054 |
Total P&L (%) | 331.242 | 379.8936 | -48.6516 | -57.7608 | -19.164 | -38.5968 |
Avg Daily Profit (%) | 0.173 | 0.1984 | -0.0254 | -0.045 | -0.0111 | -0.0255 |
Buy And Hold Return (%) | 33.1964 | 33.1964 | 33.1964 | 33.1964 | 33.1964 | 33.1964 |
Max Trade Drawdown | -163767 | -175703 | -62591 | -916272 | -931452 | -234244 |
Profit Factor | 1.2201 | 1.3353 | 0.8693 | 0.9861 | 0.9941 | 0.9571 |
Total Trades | 409 | 204 | 205 | 409 | 204 | 205 |
Winning Trades | 204 | 96 | 108 | 204 | 96 | 108 |
Losing Trades | 205 | 108 | 97 | 205 | 108 | 97 |
Profitability (%) | 49.8778 | 47.0588 | 52.6829 | 49.8778 | 47.0588 | 52.6829 |
Ratio Avg Win / Avg Loss | 1.226 | 1.5022 | 0.7808 | 0.991 | 1.1184 | 0.8596 |
Largest Winning Trade | 125407 | 125407 | 20797 | 438883 | 438883 | 79353 |
Largest Losing Trade | -45220 | -45220 | -17180 | -344004 | -344004 | -97714 |
Avg Bars in Trades | 9 | 17 | 1 | 9 | 17 | 1 |
Avg Bars in Winners | 8 | 16 | 1 | 8 | 16 | 1 |
Avg Bars in Losers | 10 | 18 | 1 | 10 | 18 | 1 |
Bars Traded | 3755 | 3534 | 221 | 3755 | 3534 | 221 |
Profit Streak | 38.6634 | 38.6634 | 40.6634 | 38.6634 | 38.6634 | 40.6634 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 388239 | 331595 | -578647 | -576979 | -578918 | -578647 |
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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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