Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 223989.106 | 372756.7751 | -148767.6691 | -92475.2059 | 86470.6174 | -178945.8233 |
Total P&L (%) | 223.9891 | 372.7568 | -148.7677 | -92.4752 | 86.4706 | -178.9458 |
Avg Daily Profit (%) | 0.1208 | 0.2011 | -0.0803 | -0.1395 | 0.0336 | 0 |
Buy And Hold Return (%) | 59.9676 | 59.9676 | 59.9676 | 59.9676 | 59.9676 | 59.9676 |
Max Trade Drawdown | -149811 | -128488 | -280220 | -144698 | -53822 | -236034 |
Profit Factor | 1.0821 | 1.2995 | 0.8997 | 0.898 | 1.2404 | 0.6727 |
Total Trades | 789 | 394 | 395 | 789 | 394 | 395 |
Winning Trades | 413 | 197 | 216 | 413 | 197 | 216 |
Losing Trades | 376 | 197 | 179 | 376 | 197 | 179 |
Profitability (%) | 52.3447 | 50 | 54.6835 | 52.3447 | 50 | 54.6835 |
Ratio Avg Win / Avg Loss | 0.9852 | 1.2995 | 0.7456 | 0.8175 | 1.2404 | 0.5575 |
Largest Winning Trade | 77216 | 77216 | 46887 | 18640 | 18640 | 18518 |
Largest Losing Trade | -51874 | -34197 | -51874 | -33223 | -19494 | -33223 |
Avg Bars in Trades | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Winners | 9 | 10 | 9 | 9 | 10 | 9 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 7397 | 3759 | 3636 | 7397 | 3759 | 3636 |
Profit Streak | 10.0861 | 0 | 13.8361 | 10.0861 | 0 | 13.8361 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -160208 | 322935 | -577307 | -574996 | -174754 | -577307 |
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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) |
---|