Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 314271.6574 | 365399.1718 | -51127.5144 | -76736.3877 | 87726.3387 | -164462.7264 |
Total P&L (%) | 314.2717 | 365.3992 | -51.1275 | -76.7364 | 87.7263 | -164.4627 |
Avg Daily Profit (%) | 0.166 | 0.1931 | -0.027 | -0.077 | 0.0333 | 0 |
Buy And Hold Return (%) | 12.0057 | 12.0057 | 12.0057 | 12.0057 | 12.0057 | 12.0057 |
Max Trade Drawdown | -167565 | -113493 | -156956 | -196325 | -96690 | -147806 |
Profit Factor | 1.1354 | 1.3137 | 0.9558 | 0.9493 | 1.1215 | 0.792 |
Total Trades | 636 | 318 | 318 | 636 | 318 | 318 |
Winning Trades | 382 | 190 | 192 | 382 | 190 | 192 |
Losing Trades | 254 | 128 | 126 | 254 | 128 | 126 |
Profitability (%) | 60.0629 | 59.7484 | 60.3774 | 60.0629 | 59.7484 | 60.3774 |
Ratio Avg Win / Avg Loss | 0.7549 | 0.885 | 0.6272 | 0.6312 | 0.7556 | 0.5198 |
Largest Winning Trade | 95215 | 95215 | 36545 | 29525 | 29525 | 29390 |
Largest Losing Trade | -61822 | -36439 | -61822 | -78873 | -42936 | -78873 |
Avg Bars in Trades | 11 | 12 | 10 | 11 | 12 | 10 |
Avg Bars in Winners | 8 | 9 | 8 | 8 | 9 | 8 |
Avg Bars in Losers | 16 | 17 | 14 | 16 | 17 | 14 |
Bars Traded | 7518 | 4028 | 3491 | 7518 | 4028 | 3491 |
Profit Streak | 11.3401 | 11.3401 | 20.0901 | 11.3401 | 11.3401 | 20.0901 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -59508 | 336462 | -576577 | -574350 | -233639 | -576577 |
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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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