Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 315415.603 | 431267.2972 | -115851.6941 | -93337.8367 | 99732.3048 | -193070.1414 |
Total P&L (%) | 315.4156 | 431.2673 | -115.8517 | -93.3378 | 99.7323 | -193.0701 |
Avg Daily Profit (%) | 0.1674 | 0.229 | -0.0615 | -0.1437 | 0.0367 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -319021 | -155078 | -224957 | -399324 | -190013 | -222736 |
Profit Factor | 1.1492 | 1.44 | 0.8978 | 0.8931 | 1.2763 | 0.6229 |
Total Trades | 647 | 323 | 324 | 647 | 323 | 324 |
Winning Trades | 320 | 152 | 168 | 320 | 152 | 168 |
Losing Trades | 327 | 171 | 156 | 327 | 171 | 156 |
Profitability (%) | 49.459 | 47.0588 | 51.8519 | 49.459 | 47.0588 | 51.8519 |
Ratio Avg Win / Avg Loss | 1.1744 | 1.62 | 0.8336 | 0.9126 | 1.4358 | 0.5784 |
Largest Winning Trade | 390282 | 390282 | 37385 | 275780 | 275780 | 54842 |
Largest Losing Trade | -68602 | -30402 | -68602 | -176779 | -63096 | -176779 |
Avg Bars in Trades | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Winners | 8 | 9 | 8 | 8 | 9 | 8 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 5635 | 2839 | 2796 | 5635 | 2839 | 2796 |
Profit Streak | 6.7492 | 9.7492 | 6.7492 | 6.7492 | 9.7492 | 6.7492 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -44403 | 390642 | -578434 | -576170 | -142958 | -578434 |
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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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