Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 342671.0567 | 374879.9277 | -32208.871 | -41748.381 | 213950.3831 | -255698.764 |
Total P&L (%) | 342.6711 | 374.8799 | -32.2089 | -41.7484 | 213.9504 | -255.6988 |
Avg Daily Profit (%) | 0.1367 | 0.1495 | -0.0128 | -0.0216 | 0.0456 | 0 |
Buy And Hold Return (%) | 34.127 | 34.127 | 34.127 | 34.127 | 34.127 | 34.127 |
Max Trade Drawdown | -177831 | -84059 | -197617 | -410444 | -241255 | -425340 |
Profit Factor | 1.1631 | 1.3728 | 0.9706 | 0.9839 | 1.1803 | 0.8177 |
Total Trades | 624 | 312 | 312 | 624 | 312 | 312 |
Winning Trades | 339 | 169 | 170 | 339 | 169 | 170 |
Losing Trades | 285 | 143 | 142 | 285 | 143 | 142 |
Profitability (%) | 54.3269 | 54.1667 | 54.4872 | 54.3269 | 54.1667 | 54.4872 |
Ratio Avg Win / Avg Loss | 0.9778 | 1.1616 | 0.8107 | 0.8272 | 0.9987 | 0.683 |
Largest Winning Trade | 82496 | 82496 | 42382 | 97771 | 71361 | 97771 |
Largest Losing Trade | -46049 | -38775 | -46049 | -131310 | -71560 | -131310 |
Avg Bars in Trades | 23 | 25 | 22 | 23 | 25 | 22 |
Avg Bars in Winners | 22 | 22 | 23 | 22 | 22 | 23 |
Avg Bars in Losers | 25 | 29 | 21 | 25 | 29 | 21 |
Bars Traded | 14896 | 7895 | 7001 | 14896 | 7895 | 7001 |
Profit Streak | 6.5694 | 11.9027 | 6.5694 | 6.5694 | 11.9027 | 6.5694 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -48047 | 346762 | -578153 | -575515 | -153790 | -578153 |
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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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