Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 363774.6647 | 405554.4276 | -41779.7629 | -54836.9989 | 696480.8695 | -751317.8684 |
Total P&L (%) | 363.7747 | 405.5544 | -41.7798 | -54.837 | 696.4809 | -751.3179 |
Avg Daily Profit (%) | 0.1899 | 0.2117 | -0.0218 | -0.0415 | 0.1084 | 0 |
Buy And Hold Return (%) | 18.1252 | 18.1252 | 18.1252 | 18.1252 | 18.1252 | 18.1252 |
Max Trade Drawdown | -289802 | -145124 | -204553 | -1472017 | -799113 | -996351 |
Profit Factor | 1.1603 | 1.3628 | 0.9637 | 0.994 | 1.1594 | 0.844 |
Total Trades | 605 | 303 | 302 | 605 | 303 | 302 |
Winning Trades | 301 | 146 | 155 | 301 | 146 | 155 |
Losing Trades | 304 | 157 | 147 | 304 | 157 | 147 |
Profitability (%) | 49.7521 | 48.1848 | 51.3245 | 49.7521 | 48.1848 | 51.3245 |
Ratio Avg Win / Avg Loss | 1.1719 | 1.4654 | 0.914 | 1.0039 | 1.2468 | 0.8005 |
Largest Winning Trade | 110228 | 110228 | 45433 | 356679 | 356679 | 298422 |
Largest Losing Trade | -63129 | -34259 | -63129 | -445062 | -287794 | -445062 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 7555 | 3788 | 3767 | 7555 | 3788 | 3767 |
Profit Streak | 4.7008 | 7.9508 | 0 | 4.7008 | 7.9508 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -32865 | 340723 | -579304 | -575333 | -91753 | -579304 |
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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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