Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 524650.6406 | 620773.3522 | -96122.7117 | -49446.7832 | 128947.286 | -178394.0692 |
Total P&L (%) | 524.6506 | 620.7734 | -96.1227 | -49.4468 | 128.9473 | -178.3941 |
Avg Daily Profit (%) | 0.2097 | 0.2482 | -0.0384 | -0.0273 | 0.0331 | 0 |
Buy And Hold Return (%) | 234.4089 | 234.4089 | 234.4089 | 234.4089 | 234.4089 | 234.4089 |
Max Trade Drawdown | -210859 | -119580 | -212594 | -324903 | -183178 | -335472 |
Profit Factor | 1.2968 | 1.6682 | 0.8854 | 0.966 | 1.176 | 0.7531 |
Total Trades | 448 | 224 | 224 | 448 | 224 | 224 |
Winning Trades | 216 | 112 | 104 | 216 | 112 | 104 |
Losing Trades | 232 | 112 | 120 | 232 | 112 | 120 |
Profitability (%) | 48.2143 | 50 | 46.4286 | 48.2143 | 50 | 46.4286 |
Ratio Avg Win / Avg Loss | 1.3929 | 1.6682 | 1.0216 | 1.0376 | 1.176 | 0.869 |
Largest Winning Trade | 446421 | 446421 | 24175 | 65646 | 65646 | 47364 |
Largest Losing Trade | -56011 | -34638 | -56011 | -155809 | -58173 | -155809 |
Avg Bars in Trades | 22 | 29 | 15 | 22 | 29 | 15 |
Avg Bars in Winners | 24 | 26 | 21 | 24 | 26 | 21 |
Avg Bars in Losers | 20 | 31 | 9 | 20 | 31 | 9 |
Bars Traded | 9930 | 6545 | 3385 | 9930 | 6545 | 3385 |
Profit Streak | 9.3988 | 10.8988 | 9.3988 | 9.3988 | 10.8988 | 9.3988 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 213110 | 350046 | -578939 | -576076 | -339847 | -580606 |
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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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