Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 309693.7359 | 390043.1763 | -80349.4404 | -27159.4935 | 243041.9952 | -270201.4887 |
Total P&L (%) | 309.6937 | 390.0432 | -80.3494 | -27.1595 | 243.042 | -270.2015 |
Avg Daily Profit (%) | 0.1715 | 0.216 | -0.0445 | -0.0175 | 0.0683 | 0 |
Buy And Hold Return (%) | 174.0179 | 174.0179 | 174.0179 | 174.0179 | 174.0179 | 174.0179 |
Max Trade Drawdown | -279230 | -234298 | -87765 | -1634938 | -1444794 | -400945 |
Profit Factor | 1.1331 | 1.2203 | 0.8554 | 0.9966 | 1.0382 | 0.8231 |
Total Trades | 1321 | 660 | 661 | 1321 | 660 | 661 |
Winning Trades | 859 | 497 | 362 | 859 | 497 | 362 |
Losing Trades | 462 | 163 | 299 | 462 | 163 | 299 |
Profitability (%) | 65.0265 | 75.303 | 54.7655 | 65.0265 | 75.303 | 54.7655 |
Ratio Avg Win / Avg Loss | 0.6094 | 0.4002 | 0.7066 | 0.536 | 0.3405 | 0.6799 |
Largest Winning Trade | 34797 | 34797 | 8803 | 310219 | 310219 | 48339 |
Largest Losing Trade | -50707 | -50707 | -27998 | -723933 | -723933 | -103225 |
Avg Bars in Trades | 16 | 31 | 1 | 16 | 31 | 1 |
Avg Bars in Winners | 9 | 15 | 1 | 9 | 15 | 1 |
Avg Bars in Losers | 29 | 79 | 1 | 29 | 79 | 1 |
Bars Traded | 21547 | 20627 | 920 | 21547 | 20627 | 920 |
Profit Streak | 0 | 8.8874 | 0 | 0 | 8.8874 | 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 | -67912 | 307705 | -576984 | -571950 | -316158 | -576984 |
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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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