Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 381061.0343 | 399620.3714 | -18559.337 | -75144.6629 | -98317.6747 | 23173.0119 |
Total P&L (%) | 381.061 | 399.6204 | -18.5593 | -75.1447 | -98.3177 | 23.173 |
Avg Daily Profit (%) | 0.2009 | 0.2107 | -0.0098 | -0.0734 | -0.2152 | 0.011 |
Buy And Hold Return (%) | 22.4223 | 22.4223 | 22.4223 | 22.4223 | 22.4223 | 22.4223 |
Max Trade Drawdown | -212937 | -98110 | -162874 | -907115 | -885160 | -393740 |
Profit Factor | 1.1571 | 1.3399 | 0.9852 | 0.9839 | 0.9632 | 1.0117 |
Total Trades | 870 | 435 | 435 | 870 | 435 | 435 |
Winning Trades | 600 | 308 | 292 | 600 | 308 | 292 |
Losing Trades | 270 | 127 | 143 | 270 | 127 | 143 |
Profitability (%) | 68.9655 | 70.8046 | 67.1264 | 68.9655 | 70.8046 | 67.1264 |
Ratio Avg Win / Avg Loss | 0.5207 | 0.5525 | 0.4825 | 0.4427 | 0.3972 | 0.4955 |
Largest Winning Trade | 48455 | 48455 | 25305 | 197683 | 197683 | 107718 |
Largest Losing Trade | -76955 | -40606 | -76955 | -378050 | -352379 | -378050 |
Avg Bars in Trades | 6 | 6 | 6 | 6 | 6 | 6 |
Avg Bars in Winners | 4 | 4 | 4 | 4 | 4 | 4 |
Avg Bars in Losers | 11 | 12 | 10 | 11 | 12 | 10 |
Bars Traded | 5669 | 2790 | 2879 | 5669 | 2790 | 2879 |
Profit Streak | 0 | 18.1593 | 0 | 0 | 18.1593 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -34072 | 451482 | -576562 | -573081 | -574610 | -538628 |
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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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