Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 202585.4103 | 296842.4982 | -94257.0879 | -94504.5381 | 278936.5954 | -373441.1334 |
Total P&L (%) | 202.5854 | 296.8425 | -94.2571 | -94.5045 | 278.9366 | -373.4411 |
Avg Daily Profit (%) | 0.1055 | 0.1546 | -0.0491 | -0.1509 | 0.0694 | 0 |
Buy And Hold Return (%) | 22.6761 | 22.6761 | 22.6761 | 22.6761 | 22.6761 | 22.6761 |
Max Trade Drawdown | -199291 | -118723 | -241057 | -361025 | -49330 | -469215 |
Profit Factor | 1.1076 | 1.3387 | 0.9063 | 0.9025 | 1.9855 | 0.4561 |
Total Trades | 430 | 215 | 215 | 430 | 215 | 215 |
Winning Trades | 200 | 104 | 96 | 200 | 104 | 96 |
Losing Trades | 230 | 111 | 119 | 230 | 111 | 119 |
Profitability (%) | 46.5116 | 48.3721 | 44.6512 | 46.5116 | 48.3721 | 44.6512 |
Ratio Avg Win / Avg Loss | 1.2738 | 1.4288 | 1.1235 | 1.0379 | 2.1191 | 0.5654 |
Largest Winning Trade | 85979 | 85979 | 38367 | 142738 | 142738 | 56846 |
Largest Losing Trade | -89665 | -35916 | -89665 | -103816 | -30584 | -103816 |
Avg Bars in Trades | 13 | 14 | 12 | 13 | 14 | 12 |
Avg Bars in Winners | 15 | 14 | 15 | 15 | 14 | 15 |
Avg Bars in Losers | 11 | 13 | 9 | 11 | 13 | 9 |
Bars Traded | 5686 | 3036 | 2650 | 5686 | 3036 | 2650 |
Profit Streak | 17.4241 | 17.4241 | 26.0908 | 17.4241 | 17.4241 | 26.0908 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152088 | 300089 | -579325 | -576875 | -95738 | -580991 |
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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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