Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 243106.3066 | 257257.6173 | -14151.3106 | -64567.8705 | 308508.0398 | -373075.9103 |
Total P&L (%) | 243.1063 | 257.2576 | -14.1513 | -64.5679 | 308.508 | -373.0759 |
Avg Daily Profit (%) | 0.1721 | 0.1821 | -0.01 | -0.0734 | 0.0997 | 0 |
Buy And Hold Return (%) | 12.3692 | 12.3692 | 12.3692 | 12.3692 | 12.3692 | 12.3692 |
Max Trade Drawdown | -166479 | -139477 | -168421 | -474261 | -373848 | -503628 |
Profit Factor | 1.1018 | 1.2263 | 0.9887 | 0.9867 | 1.1362 | 0.8555 |
Total Trades | 1114 | 557 | 557 | 1114 | 557 | 557 |
Winning Trades | 670 | 339 | 331 | 670 | 339 | 331 |
Losing Trades | 444 | 218 | 226 | 444 | 218 | 226 |
Profitability (%) | 60.1436 | 60.8618 | 59.4255 | 60.1436 | 60.8618 | 59.4255 |
Ratio Avg Win / Avg Loss | 0.7301 | 0.7886 | 0.6751 | 0.6539 | 0.7306 | 0.5841 |
Largest Winning Trade | 32189 | 32189 | 16811 | 111365 | 111365 | 34638 |
Largest Losing Trade | -63889 | -40332 | -63889 | -183839 | -113010 | -183839 |
Avg Bars in Trades | 2 | 2 | 2 | 2 | 2 | 2 |
Avg Bars in Winners | 1 | 1 | 1 | 1 | 1 | 1 |
Avg Bars in Losers | 3 | 4 | 3 | 3 | 4 | 3 |
Bars Traded | 2819 | 1428 | 1391 | 2819 | 1428 | 1391 |
Profit Streak | 0 | 0 | 457.658 | 0 | 0 | 457.658 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -95302 | 341122 | -576338 | -573204 | -128274 | -576338 |
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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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