Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 273780.3056 | 345435.4477 | -71655.1421 | -84496.9385 | 111459.2735 | -195956.2119 |
Total P&L (%) | 273.7803 | 345.4354 | -71.6551 | -84.4969 | 111.4593 | -195.9562 |
Avg Daily Profit (%) | 0.1445 | 0.1823 | -0.0378 | -0.0983 | 0.0395 | 0 |
Buy And Hold Return (%) | 26.4753 | 26.4753 | 26.4753 | 26.4753 | 26.4753 | 26.4753 |
Max Trade Drawdown | -184262 | -132991 | -187895 | -205125 | -78466 | -204134 |
Profit Factor | 1.1161 | 1.2941 | 0.9394 | 0.932 | 1.2023 | 0.7165 |
Total Trades | 631 | 315 | 316 | 631 | 315 | 316 |
Winning Trades | 381 | 187 | 194 | 381 | 187 | 194 |
Losing Trades | 250 | 128 | 122 | 250 | 128 | 122 |
Profitability (%) | 60.3803 | 59.3651 | 61.3924 | 60.3803 | 59.3651 | 61.3924 |
Ratio Avg Win / Avg Loss | 0.7324 | 0.8858 | 0.5908 | 0.6115 | 0.823 | 0.4506 |
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 | 7566 | 3965 | 3601 | 7566 | 3965 | 3601 |
Profit Streak | 13.3963 | 13.3963 | 22.3963 | 13.3963 | 13.3963 | 22.3963 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -88199 | 325366 | -576460 | -574357 | -141133 | -576460 |
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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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