Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 378993.1395 | 458740.0278 | -79746.8883 | -58702.28 | 2151410.9553 | -2210113.2353 |
Total P&L (%) | 378.9931 | 458.74 | -79.7469 | -58.7023 | 2151.411 | -2210.1132 |
Avg Daily Profit (%) | 0.1676 | 0.2029 | -0.0353 | -0.0391 | 0.1378 | 0 |
Buy And Hold Return (%) | 104.0248 | 104.0248 | 104.0248 | 104.0248 | 104.0248 | 104.0248 |
Max Trade Drawdown | -233441 | -144611 | -257645 | -1951748 | -1020028 | -2858158 |
Profit Factor | 1.1284 | 1.333 | 0.9493 | 0.9967 | 1.2847 | 0.7878 |
Total Trades | 983 | 491 | 492 | 983 | 491 | 492 |
Winning Trades | 505 | 246 | 259 | 505 | 246 | 259 |
Losing Trades | 478 | 245 | 233 | 478 | 245 | 233 |
Profitability (%) | 51.3733 | 50.1018 | 52.6423 | 51.3733 | 50.1018 | 52.6423 |
Ratio Avg Win / Avg Loss | 1.0681 | 1.3276 | 0.854 | 0.9434 | 1.2795 | 0.7088 |
Largest Winning Trade | 156878 | 156878 | 44486 | 867945 | 867945 | 426677 |
Largest Losing Trade | -47804 | -23861 | -47804 | -580112 | -288267 | -580112 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 14 | 13 | 14 | 14 | 13 | 14 |
Avg Bars in Losers | 13 | 14 | 12 | 13 | 14 | 12 |
Bars Traded | 13538 | 6872 | 6666 | 13538 | 6872 | 6666 |
Profit Streak | 10.2911 | 10.2911 | 12.2911 | 10.2911 | 10.2911 | 12.2911 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -66821 | 341101 | -576630 | -573152 | -5226 | -576630 |
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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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