Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 355118.5028 | 458390.4275 | -103271.9247 | -78306.4439 | 1297558.3149 | -1375864.7587 |
Total P&L (%) | 355.1185 | 458.3904 | -103.2719 | -78.3064 | 1297.5583 | -1375.8648 |
Avg Daily Profit (%) | 0.1568 | 0.2024 | -0.0456 | -0.0675 | 0.1165 | 0 |
Buy And Hold Return (%) | 138.5906 | 138.5906 | 138.5906 | 138.5906 | 138.5906 | 138.5906 |
Max Trade Drawdown | -219251 | -135089 | -208678 | -1071721 | -337793 | -1449797 |
Profit Factor | 1.1186 | 1.3173 | 0.9333 | 0.9878 | 1.5241 | 0.6509 |
Total Trades | 947 | 473 | 474 | 947 | 473 | 474 |
Winning Trades | 527 | 260 | 267 | 527 | 260 | 267 |
Losing Trades | 420 | 213 | 207 | 420 | 213 | 207 |
Profitability (%) | 55.6494 | 54.9683 | 56.3291 | 55.6494 | 54.9683 | 56.3291 |
Ratio Avg Win / Avg Loss | 0.8915 | 1.0792 | 0.7236 | 0.7872 | 1.2486 | 0.5047 |
Largest Winning Trade | 95027 | 95027 | 41299 | 228193 | 228193 | 129567 |
Largest Losing Trade | -62441 | -27216 | -62441 | -517475 | -98273 | -517475 |
Avg Bars in Trades | 14 | 15 | 13 | 14 | 15 | 13 |
Avg Bars in Winners | 12 | 13 | 12 | 12 | 13 | 12 |
Avg Bars in Losers | 16 | 17 | 14 | 16 | 17 | 14 |
Bars Traded | 13458 | 7249 | 6209 | 13458 | 7249 | 6209 |
Profit Streak | 0 | 11.393 | 0 | 0 | 11.393 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -81569 | 336741 | -577758 | -574405 | -31189 | -577758 |
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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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