Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 232687.5186 | 320443.3249 | -87755.8063 | -67872.5307 | 127873.8143 | -195746.3449 |
Total P&L (%) | 232.6875 | 320.4433 | -87.7558 | -67.8725 | 127.8738 | -195.7463 |
Avg Daily Profit (%) | 0.1268 | 0.1746 | -0.0478 | -0.0618 | 0.0449 | 0 |
Buy And Hold Return (%) | 70.0399 | 70.0399 | 70.0399 | 70.0399 | 70.0399 | 70.0399 |
Max Trade Drawdown | -122152 | -82674 | -126315 | -176425 | -122340 | -154445 |
Profit Factor | 1.1421 | 1.4778 | 0.9093 | 0.9436 | 1.2675 | 0.7301 |
Total Trades | 420 | 210 | 210 | 420 | 210 | 210 |
Winning Trades | 201 | 103 | 98 | 201 | 103 | 98 |
Losing Trades | 219 | 107 | 112 | 219 | 107 | 112 |
Profitability (%) | 47.8571 | 49.0476 | 46.6667 | 47.8571 | 49.0476 | 46.6667 |
Ratio Avg Win / Avg Loss | 1.2444 | 1.5352 | 1.0392 | 1.0281 | 1.3168 | 0.8344 |
Largest Winning Trade | 71344 | 71344 | 40788 | 41765 | 33442 | 41765 |
Largest Losing Trade | -71257 | -25132 | -71257 | -65675 | -35615 | -65675 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 5347 | 2658 | 2689 | 5347 | 2658 | 2689 |
Profit Streak | 6.5319 | 0 | 38.8653 | 6.5319 | 0 | 38.8653 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -88502 | 303325 | -578156 | -576781 | -140672 | -579822 |
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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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