Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 304274.9056 | 371388.6824 | -67113.7769 | -98356.848 | 324670.744 | -423027.592 |
Total P&L (%) | 304.2749 | 371.3887 | -67.1138 | -98.3568 | 324.6707 | -423.0276 |
Avg Daily Profit (%) | 0.1704 | 0.208 | -0.0376 | -0.2298 | 0.081 | 0 |
Buy And Hold Return (%) | 29.711 | 29.711 | 29.711 | 29.711 | 29.711 | 29.711 |
Max Trade Drawdown | -203912 | -151180 | -315321 | -427606 | -157089 | -482726 |
Profit Factor | 1.1679 | 1.4672 | 0.934 | 0.9022 | 2.062 | 0.3953 |
Total Trades | 430 | 215 | 215 | 430 | 215 | 215 |
Winning Trades | 238 | 110 | 128 | 238 | 110 | 128 |
Losing Trades | 192 | 105 | 87 | 192 | 105 | 87 |
Profitability (%) | 55.3488 | 51.1628 | 59.5349 | 55.3488 | 51.1628 | 59.5349 |
Ratio Avg Win / Avg Loss | 0.9422 | 1.4005 | 0.6349 | 0.7278 | 1.9683 | 0.2687 |
Largest Winning Trade | 102140 | 102140 | 33212 | 122822 | 122822 | 69805 |
Largest Losing Trade | -97160 | -35679 | -97160 | -193442 | -85417 | -193442 |
Avg Bars in Trades | 7 | 7 | 7 | 7 | 7 | 7 |
Avg Bars in Winners | 7 | 7 | 7 | 7 | 7 | 7 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 3336 | 1669 | 1667 | 3336 | 1669 | 1667 |
Profit Streak | 6.0713 | 0 | 18.0713 | 6.0713 | 0 | 18.0713 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -26238 | 352561 | -577628 | -576862 | -79852 | -577628 |
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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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