Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 167035.0511 | 281272.6407 | -114237.5897 | -102567.3446 | 21897.1455 | -124464.4901 |
Total P&L (%) | 167.0351 | 281.2726 | -114.2376 | -102.5673 | 21.8971 | -124.4645 |
Avg Daily Profit (%) | 0.1032 | 0.1738 | -0.0706 | 0 | 0.0122 | 0 |
Buy And Hold Return (%) | 21.1712 | 21.1712 | 21.1712 | 21.1712 | 21.1712 | 21.1712 |
Max Trade Drawdown | -202676 | -154474 | -245736 | -152376 | -41169 | -154955 |
Profit Factor | 1.0596 | 1.2548 | 0.9327 | 0.8286 | 1.1031 | 0.6776 |
Total Trades | 1140 | 570 | 570 | 1140 | 570 | 570 |
Winning Trades | 607 | 319 | 288 | 548 | 272 | 276 |
Losing Trades | 533 | 251 | 282 | 592 | 298 | 294 |
Profitability (%) | 53.2456 | 55.9649 | 50.5263 | 48.0702 | 47.7193 | 48.4211 |
Ratio Avg Win / Avg Loss | 0.9304 | 0.9873 | 0.9133 | 0.8951 | 1.2085 | 0.7218 |
Largest Winning Trade | 46619 | 31960 | 46619 | 18597 | 11753 | 18597 |
Largest Losing Trade | -105053 | -35608 | -105053 | -118657 | -28759 | -118657 |
Avg Bars in Trades | 16 | 11 | 21 | 16 | 11 | 21 |
Avg Bars in Winners | 14 | 9 | 20 | 18 | 14 | 22 |
Avg Bars in Losers | 18 | 14 | 22 | 15 | 9 | 20 |
Bars Traded | 19177 | 6814 | 12363 | 19177 | 6814 | 12363 |
Profit Streak | 481.5043 | 481.5043 | 491.921 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -204066 | 345472 | -576672 | -575191 | -436903 | -578691 |
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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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