Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 273641.5577 | 345435.4477 | -71793.89 | -84518.4188 | 111459.2735 | -195977.6923 |
Total P&L (%) | 273.6416 | 345.4354 | -71.7939 | -84.5184 | 111.4593 | -195.9777 |
Avg Daily Profit (%) | 0.1447 | 0.1826 | -0.038 | -0.0986 | 0.0396 | 0 |
Buy And Hold Return (%) | 30.5157 | 30.5157 | 30.5157 | 30.5157 | 30.5157 | 30.5157 |
Max Trade Drawdown | -184262 | -132991 | -187895 | -205125 | -78466 | -204134 |
Profit Factor | 1.1161 | 1.2941 | 0.9393 | 0.932 | 1.2023 | 0.7165 |
Total Trades | 630 | 315 | 315 | 630 | 315 | 315 |
Winning Trades | 380 | 187 | 193 | 380 | 187 | 193 |
Losing Trades | 250 | 128 | 122 | 250 | 128 | 122 |
Profitability (%) | 60.3175 | 59.3651 | 61.2698 | 60.3175 | 59.3651 | 61.2698 |
Ratio Avg Win / Avg Loss | 0.7343 | 0.8858 | 0.5938 | 0.6131 | 0.823 | 0.4529 |
Largest Winning Trade | 95215 | 95215 | 36545 | 30081 | 29096 | 30081 |
Largest Losing Trade | -61822 | -36439 | -61822 | -91674 | -29774 | -91674 |
Avg Bars in Trades | 11 | 12 | 11 | 11 | 12 | 11 |
Avg Bars in Winners | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Losers | 17 | 17 | 16 | 17 | 17 | 16 |
Bars Traded | 7554 | 3965 | 3589 | 7554 | 3965 | 3589 |
Profit Streak | 10.3073 | 10.3073 | 19.3073 | 10.3073 | 10.3073 | 19.3073 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -88445 | 327356 | -576882 | -574771 | -141485 | -576882 |
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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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