Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 307951.1305 | 459529.2034 | -151578.0729 | -92820.3432 | 612868.6334 | -705688.9766 |
Total P&L (%) | 307.9511 | 459.5292 | -151.5781 | -92.8203 | 612.8686 | -705.689 |
Avg Daily Profit (%) | 0.1355 | 0.2022 | -0.0667 | -0.1158 | 0.0865 | 0 |
Buy And Hold Return (%) | 87.0849 | 87.0849 | 87.0849 | 87.0849 | 87.0849 | 87.0849 |
Max Trade Drawdown | -290453 | -202397 | -327903 | -965190 | -483258 | -912094 |
Profit Factor | 1.1278 | 1.3929 | 0.8777 | 0.9788 | 1.3087 | 0.7049 |
Total Trades | 701 | 351 | 350 | 701 | 351 | 350 |
Winning Trades | 353 | 167 | 186 | 353 | 167 | 186 |
Losing Trades | 348 | 184 | 164 | 348 | 184 | 164 |
Profitability (%) | 50.3566 | 47.5783 | 53.1429 | 50.3566 | 47.5783 | 53.1429 |
Ratio Avg Win / Avg Loss | 1.1118 | 1.5347 | 0.7739 | 0.9649 | 1.4419 | 0.6216 |
Largest Winning Trade | 322755 | 322755 | 31454 | 738598 | 738598 | 125415 |
Largest Losing Trade | -47804 | -28828 | -47804 | -237688 | -135839 | -237688 |
Avg Bars in Trades | 19 | 18 | 20 | 19 | 18 | 20 |
Avg Bars in Winners | 22 | 19 | 24 | 22 | 19 | 24 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 13574 | 6319 | 7255 | 13574 | 6319 | 7255 |
Profit Streak | 0 | 0 | 23.0428 | 0 | 0 | 23.0428 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -90696 | 319302 | -577352 | -576792 | -76338 | -577352 |
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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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