Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 235485.3743 | 294736.2776 | -59250.9033 | -93298.901 | 141171.2533 | -234470.1543 |
Total P&L (%) | 235.4854 | 294.7363 | -59.2509 | -93.2989 | 141.1713 | -234.4702 |
Avg Daily Profit (%) | 0.1262 | 0.1579 | -0.0317 | -0.1447 | 0.0472 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -293225 | -165644 | -190323 | -364865 | -110697 | -294494 |
Profit Factor | 1.0925 | 1.2364 | 0.9544 | 0.9114 | 1.3132 | 0.6107 |
Total Trades | 564 | 282 | 282 | 564 | 282 | 282 |
Winning Trades | 303 | 151 | 152 | 303 | 151 | 152 |
Losing Trades | 261 | 131 | 130 | 261 | 131 | 130 |
Profitability (%) | 53.7234 | 53.5461 | 53.9007 | 53.7234 | 53.5461 | 53.9007 |
Ratio Avg Win / Avg Loss | 0.941 | 1.0727 | 0.8163 | 0.7851 | 1.1392 | 0.5223 |
Largest Winning Trade | 84936 | 84936 | 39688 | 81085 | 81085 | 36377 |
Largest Losing Trade | -46268 | -40825 | -46268 | -119017 | -71710 | -119017 |
Avg Bars in Trades | 6 | 6 | 6 | 6 | 6 | 6 |
Avg Bars in Winners | 6 | 6 | 6 | 6 | 6 | 6 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 3724 | 1873 | 1851 | 3724 | 1873 | 1851 |
Profit Streak | 13.8223 | 13.8223 | 17.3223 | 13.8223 | 13.8223 | 17.3223 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -139858 | 331637 | -578007 | -575573 | -127485 | -578007 |
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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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