Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 238472.6791 | 331508.8237 | -93036.1446 | -84532.7023 | 202324.5496 | -286857.2519 |
Total P&L (%) | 238.4727 | 331.5088 | -93.0361 | -84.5327 | 202.3246 | -286.8573 |
Avg Daily Profit (%) | 0.1259 | 0.175 | -0.0491 | -0.0985 | 0.0584 | 0 |
Buy And Hold Return (%) | 23.9791 | 23.9791 | 23.9791 | 23.9791 | 23.9791 | 23.9791 |
Max Trade Drawdown | -174950 | -91818 | -236142 | -255207 | -76810 | -306466 |
Profit Factor | 1.0801 | 1.254 | 0.9444 | 0.9449 | 1.3433 | 0.6967 |
Total Trades | 985 | 492 | 493 | 985 | 492 | 493 |
Winning Trades | 431 | 218 | 213 | 431 | 218 | 213 |
Losing Trades | 554 | 274 | 280 | 554 | 274 | 280 |
Profitability (%) | 43.7563 | 44.3089 | 43.2049 | 43.7563 | 44.3089 | 43.2049 |
Ratio Avg Win / Avg Loss | 1.3883 | 1.5762 | 1.2415 | 1.2146 | 1.6884 | 0.9159 |
Largest Winning Trade | 52798 | 52798 | 30903 | 49939 | 49939 | 34548 |
Largest Losing Trade | -55703 | -26903 | -55703 | -55725 | -17645 | -55725 |
Avg Bars in Trades | 11 | 9 | 13 | 11 | 9 | 13 |
Avg Bars in Winners | 13 | 10 | 16 | 13 | 10 | 16 |
Avg Bars in Losers | 10 | 8 | 11 | 10 | 8 | 11 |
Bars Traded | 11316 | 4544 | 6772 | 11316 | 4544 | 6772 |
Profit Streak | 5.6475 | 6.4808 | 5.6475 | 5.6475 | 6.4808 | 5.6475 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152871 | 327298 | -578751 | -574526 | -112704 | -580418 |
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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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