Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 336170.2728 | 389691.9976 | -53521.7248 | -61203.2339 | 348210.867 | -409414.1009 |
Total P&L (%) | 336.1703 | 389.692 | -53.5217 | -61.2032 | 348.2109 | -409.4141 |
Avg Daily Profit (%) | 0.1343 | 0.1557 | -0.0214 | -0.0378 | 0.0599 | 0 |
Buy And Hold Return (%) | 16.3656 | 16.3656 | 16.3656 | 16.3656 | 16.3656 | 16.3656 |
Max Trade Drawdown | -206238 | -141460 | -158342 | -474253 | -185396 | -535902 |
Profit Factor | 1.19 | 1.4316 | 0.9382 | 0.9752 | 1.319 | 0.7034 |
Total Trades | 440 | 220 | 220 | 440 | 220 | 220 |
Winning Trades | 230 | 114 | 116 | 230 | 114 | 116 |
Losing Trades | 210 | 106 | 104 | 210 | 106 | 104 |
Profitability (%) | 52.2727 | 51.8182 | 52.7273 | 52.2727 | 51.8182 | 52.7273 |
Ratio Avg Win / Avg Loss | 1.0865 | 1.3311 | 0.8412 | 0.8904 | 1.2264 | 0.6306 |
Largest Winning Trade | 126774 | 126774 | 41539 | 215890 | 215890 | 119731 |
Largest Losing Trade | -58227 | -33404 | -58227 | -285005 | -69225 | -285005 |
Avg Bars in Trades | 16 | 18 | 15 | 16 | 18 | 15 |
Avg Bars in Winners | 18 | 20 | 16 | 18 | 20 | 16 |
Avg Bars in Losers | 15 | 15 | 14 | 15 | 15 | 14 |
Bars Traded | 7401 | 3960 | 3441 | 7401 | 3960 | 3441 |
Profit Streak | 39.0561 | 101.0561 | 0 | 39.0561 | 101.0561 | 0 |
Trades During Streak | 1 | 6 | 0 | 1 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -21881 | 385699 | -579550 | -577359 | -110099 | -579550 |
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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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