Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 595312.6951 | 606067.665 | -10754.9698 | -28330.1175 | 359630.4758 | -387960.5934 |
Total P&L (%) | 595.3127 | 606.0677 | -10.755 | -28.3301 | 359.6305 | -387.9606 |
Avg Daily Profit (%) | 0.3084 | 0.314 | -0.0056 | -0.0173 | 0.079 | 0 |
Buy And Hold Return (%) | 13.9474 | 13.9474 | 13.9474 | 13.9474 | 13.9474 | 13.9474 |
Max Trade Drawdown | -137401 | -106320 | -150671 | -590784 | -312929 | -524867 |
Profit Factor | 1.4275 | 1.7977 | 0.983 | 0.9873 | 1.3445 | 0.673 |
Total Trades | 347 | 174 | 173 | 347 | 174 | 173 |
Winning Trades | 142 | 61 | 81 | 142 | 61 | 81 |
Losing Trades | 205 | 113 | 92 | 205 | 113 | 92 |
Profitability (%) | 40.9222 | 35.0575 | 46.8208 | 40.9222 | 35.0575 | 46.8208 |
Ratio Avg Win / Avg Loss | 2.0608 | 3.3301 | 1.1165 | 1.4253 | 2.4907 | 0.7643 |
Largest Winning Trade | 387470 | 387470 | 43434 | 504494 | 504494 | 61609 |
Largest Losing Trade | -56087 | -43519 | -56087 | -355987 | -121292 | -355987 |
Avg Bars in Trades | 32 | 39 | 26 | 32 | 39 | 26 |
Avg Bars in Winners | 45 | 58 | 35 | 45 | 58 | 35 |
Avg Bars in Losers | 24 | 29 | 18 | 24 | 29 | 18 |
Bars Traded | 11421 | 6844 | 4577 | 11421 | 6844 | 4577 |
Profit Streak | 34.7832 | 34.9498 | 34.7832 | 34.7832 | 34.9498 | 34.7832 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 387256 | 302704 | -578726 | -579292 | -89957 | -580393 |
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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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