Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 353331.3328 | 391149.9123 | -37818.5794 | -63279.7353 | 517563.2311 | -580842.9664 |
Total P&L (%) | 353.3313 | 391.1499 | -37.8186 | -63.2797 | 517.5632 | -580.843 |
Avg Daily Profit (%) | 0.1412 | 0.1564 | -0.0151 | -0.04 | 0.0728 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -281280 | -204751 | -126507 | -965490 | -461293 | -675639 |
Profit Factor | 1.2259 | 1.5078 | 0.9524 | 0.9786 | 1.4131 | 0.6593 |
Total Trades | 424 | 212 | 212 | 424 | 212 | 212 |
Winning Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Losing Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Profitability (%) | 48.5849 | 48.5849 | 48.5849 | 48.5849 | 48.5849 | 48.5849 |
Ratio Avg Win / Avg Loss | 1.2973 | 1.5956 | 1.0078 | 1.0356 | 1.4954 | 0.6977 |
Largest Winning Trade | 274606 | 274606 | 53586 | 337241 | 337241 | 89114 |
Largest Losing Trade | -59493 | -41455 | -59493 | -272203 | -261385 | -272203 |
Avg Bars in Trades | 23 | 22 | 24 | 23 | 22 | 24 |
Avg Bars in Winners | 28 | 26 | 31 | 28 | 26 | 31 |
Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
Bars Traded | 9940 | 4664 | 5276 | 9940 | 4664 | 5276 |
Profit Streak | 8.9764 | 8.9764 | 18.2264 | 8.9764 | 8.9764 | 18.2264 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -1803 | 383851 | -577763 | -576051 | -93597 | -579430 |
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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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