Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 380727.6004 | 424970.9363 | -44243.3359 | -30836.3148 | 116633.6154 | -147469.9302 |
Total P&L (%) | 380.7276 | 424.9709 | -44.2433 | -30.8363 | 116.6336 | -147.4699 |
Avg Daily Profit (%) | 0.1828 | 0.204 | -0.0212 | -0.0177 | 0.0371 | 0 |
Buy And Hold Return (%) | 66.242 | 66.242 | 66.242 | 66.242 | 66.242 | 66.242 |
Max Trade Drawdown | -142483 | -91451 | -288318 | -219671 | -119698 | -225915 |
Profit Factor | 1.178 | 1.444 | 0.9626 | 0.9856 | 1.1231 | 0.8763 |
Total Trades | 801 | 400 | 401 | 801 | 400 | 401 |
Winning Trades | 382 | 187 | 195 | 382 | 187 | 195 |
Losing Trades | 419 | 213 | 206 | 419 | 213 | 206 |
Profitability (%) | 47.6904 | 46.75 | 48.6284 | 47.6904 | 46.75 | 48.6284 |
Ratio Avg Win / Avg Loss | 1.2921 | 1.6447 | 1.0169 | 1.0811 | 1.2793 | 0.9258 |
Largest Winning Trade | 231391 | 231391 | 41226 | 64684 | 64684 | 34228 |
Largest Losing Trade | -46196 | -28715 | -46196 | -56338 | -38819 | -56338 |
Avg Bars in Trades | 30 | 29 | 32 | 30 | 29 | 32 |
Avg Bars in Winners | 37 | 36 | 37 | 37 | 36 | 37 |
Avg Bars in Losers | 25 | 22 | 27 | 25 | 22 | 27 |
Bars Traded | 24744 | 11655 | 13089 | 24744 | 11655 | 13089 |
Profit Streak | 8.2236 | 0 | 10.9736 | 8.2236 | 0 | 10.9736 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -14106 | 356027 | -576576 | -575152 | -236315 | -578243 |
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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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