Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 225352.5523 | 339717.1429 | -114364.5907 | -91807.5073 | 16965.6773 | -108773.1846 |
Total P&L (%) | 225.3526 | 339.7171 | -114.3646 | -91.8075 | 16.9657 | -108.7732 |
Avg Daily Profit (%) | 0.1214 | 0.183 | -0.0616 | -0.1347 | 0.0084 | 0 |
Buy And Hold Return (%) | 64.0088 | 64.0088 | 64.0088 | 64.0088 | 64.0088 | 64.0088 |
Max Trade Drawdown | -180167 | -99553 | -293777 | -114226 | -84960 | -154819 |
Profit Factor | 1.0893 | 1.3031 | 0.9184 | 0.9106 | 1.0353 | 0.8009 |
Total Trades | 713 | 357 | 356 | 713 | 357 | 356 |
Winning Trades | 470 | 236 | 234 | 470 | 236 | 234 |
Losing Trades | 243 | 121 | 122 | 243 | 121 | 122 |
Profitability (%) | 65.9187 | 66.1064 | 65.7303 | 65.9187 | 66.1064 | 65.7303 |
Ratio Avg Win / Avg Loss | 0.5632 | 0.6681 | 0.4788 | 0.4708 | 0.5308 | 0.4176 |
Largest Winning Trade | 25070 | 25070 | 24245 | 19443 | 17495 | 19443 |
Largest Losing Trade | -55442 | -42404 | -55442 | -44512 | -39687 | -44512 |
Avg Bars in Trades | 5 | 5 | 4 | 5 | 5 | 4 |
Avg Bars in Winners | 3 | 3 | 3 | 3 | 3 | 3 |
Avg Bars in Losers | 8 | 9 | 7 | 8 | 9 | 7 |
Bars Traded | 3692 | 1934 | 1758 | 3692 | 1934 | 1758 |
Profit Streak | 9.8881 | 9.8881 | 19.8881 | 9.8881 | 9.8881 | 19.8881 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149462 | 344319 | -575685 | -572711 | -525928 | -575685 |
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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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