Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 176707.5835 | 296833.4028 | -120125.8193 | -96909.6812 | 278020.8027 | -374930.4839 |
Total P&L (%) | 176.7076 | 296.8334 | -120.1258 | -96.9097 | 278.0208 | -374.9305 |
Avg Daily Profit (%) | 0.0939 | 0.1577 | -0.0638 | -0.1845 | 0.0707 | 0 |
Buy And Hold Return (%) | 27.0978 | 27.0978 | 27.0978 | 27.0978 | 27.0978 | 27.0978 |
Max Trade Drawdown | -344563 | -132330 | -259580 | -1131678 | -418381 | -830992 |
Profit Factor | 1.066 | 1.2515 | 0.9197 | 0.9728 | 1.1917 | 0.822 |
Total Trades | 1001 | 501 | 500 | 1001 | 501 | 500 |
Winning Trades | 639 | 315 | 324 | 639 | 315 | 324 |
Losing Trades | 362 | 186 | 176 | 362 | 186 | 176 |
Profitability (%) | 63.8362 | 62.8743 | 64.8 | 63.8362 | 62.8743 | 64.8 |
Ratio Avg Win / Avg Loss | 0.6039 | 0.739 | 0.4996 | 0.5511 | 0.7037 | 0.4465 |
Largest Winning Trade | 52419 | 52419 | 29655 | 140732 | 79557 | 140732 |
Largest Losing Trade | -76278 | -41695 | -76278 | -371974 | -165060 | -371974 |
Avg Bars in Trades | 11 | 10 | 12 | 11 | 10 | 12 |
Avg Bars in Winners | 7 | 6 | 8 | 7 | 6 | 8 |
Avg Bars in Losers | 17 | 16 | 20 | 17 | 16 | 20 |
Bars Traded | 11264 | 5036 | 6228 | 11264 | 5036 | 6228 |
Profit Streak | 0 | 0 | 11.2355 | 0 | 0 | 11.2355 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -209813 | 338017 | -575000 | -573064 | -105862 | -575000 |
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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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