Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 67761.643 | 187646.8223 | -119885.1792 | 60862.2431 | 150198.1308 | -89335.8876 |
Total P&L (%) | 67.7616 | 187.6468 | -119.8852 | 60.8622 | 150.1981 | -89.3359 |
Avg Daily Profit (%) | 0.0546 | 0.1511 | -0.0966 | 0.0383 | 0.0739 | -0.1801 |
Buy And Hold Return (%) | 16.2475 | 16.2475 | 16.2475 | 16.2475 | 16.2475 | 16.2475 |
Max Trade Drawdown | -129404 | -79302 | -124425 | -686391 | -318119 | -492448 |
Profit Factor | 1.061 | 1.4851 | 0.8344 | 1.0195 | 1.1209 | 0.9526 |
Total Trades | 372 | 186 | 186 | 372 | 186 | 186 |
Winning Trades | 278 | 134 | 144 | 244 | 119 | 125 |
Losing Trades | 94 | 52 | 42 | 128 | 67 | 61 |
Profitability (%) | 74.7312 | 72.043 | 77.4194 | 65.5914 | 63.9785 | 67.2043 |
Ratio Avg Win / Avg Loss | 0.3588 | 0.5763 | 0.2434 | 0.5348 | 0.6311 | 0.4649 |
Largest Winning Trade | 21639 | 21639 | 12336 | 417899 | 62254 | 417899 |
Largest Losing Trade | -174627 | -30762 | -174627 | -280701 | -98569 | -280701 |
Avg Bars in Trades | 12 | 12 | 13 | 12 | 12 | 13 |
Avg Bars in Winners | 7 | 6 | 7 | 7 | 7 | 8 |
Avg Bars in Losers | 29 | 27 | 32 | 22 | 20 | 23 |
Bars Traded | 4792 | 2288 | 2504 | 4792 | 2288 | 2504 |
Profit Streak | 2.9242 | 2.9242 | 47.1742 | 2.9242 | 2.9242 | 47.1742 |
Trades During Streak | 2 | 1 | 7 | 2 | 1 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -272518 | 327090 | -574927 | -341482 | -182150 | -576251 |
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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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