Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 310172.4465 | 360930.5648 | -50758.1183 | -80209.6427 | 156390.6455 | -236600.2881 |
Total P&L (%) | 310.1724 | 360.9306 | -50.7581 | -80.2096 | 156.3906 | -236.6003 |
Avg Daily Profit (%) | 0.1647 | 0.1917 | -0.027 | -0.086 | 0.05 | 0 |
Buy And Hold Return (%) | 26.8267 | 26.8267 | 26.8267 | 26.8267 | 26.8267 | 26.8267 |
Max Trade Drawdown | -214814 | -138461 | -189678 | -178736 | -67634 | -223048 |
Profit Factor | 1.1265 | 1.3007 | 0.9595 | 0.9405 | 1.2752 | 0.6962 |
Total Trades | 701 | 351 | 350 | 701 | 351 | 350 |
Winning Trades | 407 | 205 | 202 | 407 | 205 | 202 |
Losing Trades | 294 | 146 | 148 | 294 | 146 | 148 |
Profitability (%) | 58.0599 | 58.4046 | 57.7143 | 58.0599 | 58.4046 | 57.7143 |
Ratio Avg Win / Avg Loss | 0.8137 | 0.9264 | 0.703 | 0.6794 | 0.9082 | 0.5101 |
Largest Winning Trade | 95215 | 95215 | 36545 | 27018 | 27018 | 26963 |
Largest Losing Trade | -69919 | -31230 | -69919 | -88916 | -30110 | -88916 |
Avg Bars in Trades | 10 | 10 | 10 | 10 | 10 | 10 |
Avg Bars in Winners | 8 | 8 | 9 | 8 | 8 | 9 |
Avg Bars in Losers | 13 | 13 | 12 | 13 | 13 | 12 |
Bars Traded | 7476 | 3679 | 3797 | 7476 | 3679 | 3797 |
Profit Streak | 0 | 0 | 12.5365 | 0 | 0 | 12.5365 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -70331 | 310269 | -577610 | -575376 | -125979 | -577610 |
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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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