Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 247268.8377 | 309497.5199 | -62228.6822 | -71670.366 | 194602.2621 | -266272.6281 |
Total P&L (%) | 247.2688 | 309.4975 | -62.2287 | -71.6704 | 194.6023 | -266.2726 |
Avg Daily Profit (%) | 0.1291 | 0.1616 | -0.0325 | -0.0658 | 0.0564 | 0 |
Buy And Hold Return (%) | 31.4429 | 31.4429 | 31.4429 | 31.4429 | 31.4429 | 31.4429 |
Max Trade Drawdown | -214192 | -128202 | -220637 | -358185 | -240285 | -365973 |
Profit Factor | 1.1086 | 1.295 | 0.9493 | 0.9684 | 1.1942 | 0.7894 |
Total Trades | 645 | 323 | 322 | 645 | 323 | 322 |
Winning Trades | 286 | 139 | 147 | 286 | 139 | 147 |
Losing Trades | 359 | 184 | 175 | 359 | 184 | 175 |
Profitability (%) | 44.3411 | 43.0341 | 45.6522 | 44.3411 | 43.0341 | 45.6522 |
Ratio Avg Win / Avg Loss | 1.3916 | 1.7142 | 1.1301 | 1.2155 | 1.5808 | 0.9398 |
Largest Winning Trade | 76215 | 76215 | 51870 | 99874 | 99874 | 46715 |
Largest Losing Trade | -41655 | -25300 | -41655 | -152955 | -41578 | -152955 |
Avg Bars in Trades | 17 | 18 | 16 | 17 | 18 | 16 |
Avg Bars in Winners | 20 | 20 | 19 | 20 | 20 | 19 |
Avg Bars in Losers | 15 | 16 | 14 | 15 | 16 | 14 |
Bars Traded | 11428 | 5960 | 5469 | 11428 | 5960 | 5469 |
Profit Streak | 20.9949 | 35.1616 | 20.9949 | 20.9949 | 35.1616 | 20.9949 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -118737 | 311853 | -578341 | -576106 | -123677 | -580008 |
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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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