Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 583517.4982 | 623207.9375 | -39690.4393 | 70710.1652 | -555528.7852 | 626238.9504 |
Total P&L (%) | 583.5175 | 623.2079 | -39.6904 | 70.7102 | -555.5288 | 626.239 |
Avg Daily Profit (%) | 0.3236 | 0.3456 | -0.022 | 0.0297 | 0 | 0.11 |
Buy And Hold Return (%) | 186.2934 | 186.2934 | 186.2934 | 186.2934 | 186.2934 | 186.2934 |
Max Trade Drawdown | -133245 | -133776 | -237159 | -1173974 | -1296009 | -768728 |
Profit Factor | 1.2685 | 1.5555 | 0.9622 | 1.0073 | 0.9015 | 1.154 |
Total Trades | 612 | 306 | 306 | 612 | 306 | 306 |
Winning Trades | 285 | 138 | 147 | 285 | 138 | 147 |
Losing Trades | 327 | 168 | 159 | 327 | 168 | 159 |
Profitability (%) | 46.5686 | 45.098 | 48.0392 | 46.5686 | 45.098 | 48.0392 |
Ratio Avg Win / Avg Loss | 1.4555 | 1.8937 | 1.0408 | 1.1557 | 1.0975 | 1.2482 |
Largest Winning Trade | 292240 | 292240 | 27770 | 280678 | 280678 | 171402 |
Largest Losing Trade | -51545 | -34678 | -51545 | -351605 | -351605 | -309718 |
Avg Bars in Trades | 17 | 20 | 14 | 17 | 20 | 14 |
Avg Bars in Winners | 21 | 25 | 16 | 21 | 25 | 16 |
Avg Bars in Losers | 14 | 17 | 11 | 14 | 17 | 11 |
Bars Traded | 10724 | 6416 | 4308 | 10724 | 6416 | 4308 |
Profit Streak | 8.1186 | 8.1186 | 10.1186 | 8.1186 | 8.1186 | 10.1186 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333450 | 335680 | -577890 | -528281 | -579021 | -98417 |
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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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