Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 229215.0856 | 331378.3192 | -102163.2337 | -93469.0196 | 122400.3585 | -215869.3782 |
Total P&L (%) | 229.2151 | 331.3783 | -102.1632 | -93.469 | 122.4004 | -215.8694 |
Avg Daily Profit (%) | 0.1217 | 0.176 | -0.0543 | -0.1448 | 0.0425 | 0 |
Buy And Hold Return (%) | 27.1658 | 27.1658 | 27.1658 | 27.1658 | 27.1658 | 27.1658 |
Max Trade Drawdown | -236414 | -111261 | -201170 | -483712 | -304031 | -260489 |
Profit Factor | 1.1236 | 1.3926 | 0.8989 | 0.9414 | 1.1715 | 0.755 |
Total Trades | 398 | 199 | 199 | 398 | 199 | 199 |
Winning Trades | 226 | 111 | 115 | 226 | 111 | 115 |
Losing Trades | 172 | 88 | 84 | 172 | 88 | 84 |
Profitability (%) | 56.7839 | 55.7789 | 57.7889 | 56.7839 | 55.7789 | 57.7889 |
Ratio Avg Win / Avg Loss | 0.8551 | 1.104 | 0.6566 | 0.7165 | 0.9287 | 0.5515 |
Largest Winning Trade | 87033 | 87033 | 45259 | 94998 | 94998 | 63684 |
Largest Losing Trade | -77416 | -34877 | -77416 | -161664 | -108498 | -161664 |
Avg Bars in Trades | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Winners | 8 | 7 | 8 | 8 | 7 | 8 |
Avg Bars in Losers | 11 | 12 | 10 | 11 | 12 | 10 |
Bars Traded | 3762 | 1909 | 1853 | 3762 | 1909 | 1853 |
Profit Streak | 5.2245 | 5.2245 | 12.2245 | 5.2245 | 5.2245 | 12.2245 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -112297 | 370477 | -577919 | -576359 | -169299 | -577919 |
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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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