Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 460685.3286 | 528471.801 | -67786.4724 | -23000.3613 | 91022.3043 | -114022.6655 |
Total P&L (%) | 460.6853 | 528.4718 | -67.7865 | -23.0004 | 91.0223 | -114.0227 |
Avg Daily Profit (%) | 0.248 | 0.2845 | -0.0365 | -0.0141 | 0.0349 | 0 |
Buy And Hold Return (%) | 84.7471 | 84.7471 | 84.7471 | 84.7471 | 84.7471 | 84.7471 |
Max Trade Drawdown | -247371 | -104974 | -336263 | -180703 | -130634 | -222598 |
Profit Factor | 1.1856 | 1.4641 | 0.9495 | 0.985 | 1.1289 | 0.8617 |
Total Trades | 619 | 310 | 309 | 619 | 310 | 309 |
Winning Trades | 250 | 125 | 125 | 250 | 125 | 125 |
Losing Trades | 369 | 185 | 184 | 369 | 185 | 184 |
Profitability (%) | 40.3877 | 40.3226 | 40.4531 | 40.3877 | 40.3226 | 40.4531 |
Ratio Avg Win / Avg Loss | 1.75 | 2.1668 | 1.3977 | 1.4538 | 1.6707 | 1.2684 |
Largest Winning Trade | 92841 | 92841 | 55419 | 50073 | 38438 | 50073 |
Largest Losing Trade | -32461 | -32008 | -32461 | -50637 | -50637 | -28997 |
Avg Bars in Trades | 35 | 36 | 35 | 35 | 36 | 35 |
Avg Bars in Winners | 51 | 53 | 50 | 51 | 53 | 50 |
Avg Bars in Losers | 24 | 24 | 24 | 24 | 24 | 24 |
Bars Traded | 22098 | 11240 | 10858 | 22098 | 11240 | 10858 |
Profit Streak | 8.1618 | 8.1618 | 17.9951 | 8.1618 | 8.1618 | 17.9951 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -7599 | 303266 | -580697 | -578486 | -368776 | -580697 |
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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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