Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 266352.9391 | 338146.8291 | -71793.89 | -85570.1552 | 110407.5371 | -195977.6923 |
Total P&L (%) | 266.3529 | 338.1468 | -71.7939 | -85.5702 | 110.4075 | -195.9777 |
Avg Daily Profit (%) | 0.1412 | 0.1792 | -0.038 | -0.1025 | 0.0394 | 0 |
Buy And Hold Return (%) | 20.8931 | 20.8931 | 20.8931 | 20.8931 | 20.8931 | 20.8931 |
Max Trade Drawdown | -184262 | -132991 | -187895 | -205125 | -78466 | -204134 |
Profit Factor | 1.113 | 1.2879 | 0.9393 | 0.9311 | 1.2004 | 0.7165 |
Total Trades | 629 | 314 | 315 | 629 | 314 | 315 |
Winning Trades | 379 | 186 | 193 | 379 | 186 | 193 |
Losing Trades | 250 | 128 | 122 | 250 | 128 | 122 |
Profitability (%) | 60.2544 | 59.2357 | 61.2698 | 60.2544 | 59.2357 | 61.2698 |
Ratio Avg Win / Avg Loss | 0.7342 | 0.8863 | 0.5938 | 0.6142 | 0.8261 | 0.4529 |
Largest Winning Trade | 95215 | 95215 | 36545 | 30081 | 29096 | 30081 |
Largest Losing Trade | -61822 | -36439 | -61822 | -91674 | -29774 | -91674 |
Avg Bars in Trades | 11 | 12 | 11 | 11 | 12 | 11 |
Avg Bars in Winners | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Losers | 17 | 17 | 16 | 17 | 17 | 16 |
Bars Traded | 7532 | 3943 | 3589 | 7532 | 3943 | 3589 |
Profit Streak | 5.3112 | 0 | 14.3112 | 5.3112 | 0 | 14.3112 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -96912 | 300527 | -576872 | -575174 | -141008 | -576872 |
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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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