Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 354235.7979 | 310290.8558 | 43944.9421 | 83409.6065 | 662955.9896 | -579546.3831 |
Total P&L (%) | 354.2358 | 310.2909 | 43.9449 | 83.4096 | 662.956 | -579.5464 |
Avg Daily Profit (%) | 0.251 | 0.2199 | 0.0311 | 0.043 | 0.1441 | 0 |
Buy And Hold Return (%) | 14.8565 | 14.8565 | 14.8565 | 14.8565 | 14.8565 | 14.8565 |
Max Trade Drawdown | -142906 | -75632 | -182384 | -806573 | -583655 | -981022 |
Profit Factor | 1.1753 | 1.323 | 1.0415 | 1.0091 | 1.1507 | 0.8783 |
Total Trades | 660 | 330 | 330 | 660 | 330 | 330 |
Winning Trades | 390 | 194 | 196 | 390 | 194 | 196 |
Losing Trades | 270 | 136 | 134 | 270 | 136 | 134 |
Profitability (%) | 59.0909 | 58.7879 | 59.3939 | 59.0909 | 58.7879 | 59.3939 |
Ratio Avg Win / Avg Loss | 0.8137 | 0.9275 | 0.712 | 0.6986 | 0.8067 | 0.6005 |
Largest Winning Trade | 32548 | 32548 | 20456 | 120373 | 120373 | 84524 |
Largest Losing Trade | -47040 | -36162 | -47040 | -247974 | -240948 | -247974 |
Avg Bars in Trades | 25 | 25 | 25 | 25 | 25 | 25 |
Avg Bars in Winners | 18 | 17 | 18 | 18 | 17 | 18 |
Avg Bars in Losers | 35 | 36 | 35 | 35 | 36 | 35 |
Bars Traded | 16878 | 8351 | 8527 | 16878 | 8351 | 8527 |
Profit Streak | 0 | 0 | 461.6801 | 0 | 0 | 461.6801 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -16349 | 321677 | -327758 | -343688 | -54088 | -577527 |
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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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