Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 334093.6187 | 471137.2308 | -137043.6121 | -92840.84 | 1155622.7679 | -1248463.6079 |
Total P&L (%) | 334.0936 | 471.1372 | -137.0436 | -92.8408 | 1155.6228 | -1248.4636 |
Avg Daily Profit (%) | 0.1481 | 0.2089 | -0.0608 | -0.1168 | 0.1123 | 0 |
Buy And Hold Return (%) | 54.4653 | 54.4653 | 54.4653 | 54.4653 | 54.4653 | 54.4653 |
Max Trade Drawdown | -302006 | -132214 | -357244 | -899761 | -514340 | -1633040 |
Profit Factor | 1.1243 | 1.3718 | 0.9036 | 0.9873 | 1.363 | 0.697 |
Total Trades | 932 | 466 | 466 | 932 | 466 | 466 |
Winning Trades | 405 | 203 | 202 | 405 | 203 | 202 |
Losing Trades | 527 | 263 | 264 | 527 | 263 | 264 |
Profitability (%) | 43.4549 | 43.5622 | 43.3476 | 43.4549 | 43.5622 | 43.3476 |
Ratio Avg Win / Avg Loss | 1.4629 | 1.7772 | 1.1809 | 1.2847 | 1.7658 | 0.911 |
Largest Winning Trade | 170115 | 170115 | 54564 | 568858 | 568858 | 185998 |
Largest Losing Trade | -75857 | -39876 | -75857 | -421752 | -361083 | -421752 |
Avg Bars in Trades | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Winners | 11 | 11 | 12 | 11 | 11 | 12 |
Avg Bars in Losers | 7 | 8 | 7 | 7 | 8 | 7 |
Bars Traded | 9009 | 4583 | 4426 | 9009 | 4583 | 4426 |
Profit Streak | 0 | 0 | 13.7295 | 0 | 0 | 13.7295 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -76691 | 323453 | -578941 | -576094 | -41482 | -580607 |
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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) |
---|