Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 374183.603 | 333104.566 | 41079.0369 | -69348.6628 | 202767.9215 | -272116.5843 |
Total P&L (%) | 374.1836 | 333.1046 | 41.079 | -69.3487 | 202.7679 | -272.1166 |
Avg Daily Profit (%) | 0.2004 | 0.1784 | 0.022 | -0.0633 | 0.0593 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -211554 | -150623 | -155955 | -566480 | -314157 | -367939 |
Profit Factor | 1.1667 | 1.3313 | 1.0332 | 0.9741 | 1.1873 | 0.8289 |
Total Trades | 575 | 287 | 288 | 575 | 287 | 288 |
Winning Trades | 312 | 154 | 158 | 312 | 154 | 158 |
Losing Trades | 263 | 133 | 130 | 263 | 133 | 130 |
Profitability (%) | 54.2609 | 53.6585 | 54.8611 | 54.2609 | 53.6585 | 54.8611 |
Ratio Avg Win / Avg Loss | 0.9835 | 1.1497 | 0.8501 | 0.8211 | 1.0254 | 0.682 |
Largest Winning Trade | 49443 | 49443 | 44677 | 91789 | 78564 | 91789 |
Largest Losing Trade | -85591 | -30767 | -85591 | -132451 | -97583 | -132451 |
Avg Bars in Trades | 6 | 6 | 6 | 6 | 6 | 6 |
Avg Bars in Winners | 6 | 6 | 6 | 6 | 6 | 6 |
Avg Bars in Losers | 5 | 5 | 5 | 5 | 5 | 5 |
Bars Traded | 3496 | 1723 | 1773 | 3496 | 1723 | 1773 |
Profit Streak | 8.6301 | 11.6301 | 8.6301 | 8.6301 | 11.6301 | 8.6301 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -26223 | 361383 | -348794 | -575822 | -125815 | -578248 |
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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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