Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 414243.7795 | 403681.7828 | 10561.9966 | 27958.5594 | 493085.9505 | -465127.3911 |
Total P&L (%) | 414.2438 | 403.6818 | 10.562 | 27.9586 | 493.086 | -465.1274 |
Avg Daily Profit (%) | 0.2163 | 0.2108 | 0.0055 | 0.0129 | 0.093 | 0 |
Buy And Hold Return (%) | 44.2509 | 44.2509 | 44.2509 | 44.2509 | 44.2509 | 44.2509 |
Max Trade Drawdown | -234942 | -156830 | -143544 | -716295 | -360623 | -664077 |
Profit Factor | 1.1508 | 1.3037 | 1.0075 | 1.0044 | 1.1645 | 0.861 |
Total Trades | 1107 | 553 | 554 | 1107 | 553 | 554 |
Winning Trades | 466 | 227 | 239 | 466 | 227 | 239 |
Losing Trades | 641 | 326 | 315 | 641 | 326 | 315 |
Profitability (%) | 42.0958 | 41.0488 | 43.1408 | 42.0958 | 41.0488 | 43.1408 |
Ratio Avg Win / Avg Loss | 1.583 | 1.8723 | 1.3278 | 1.3816 | 1.6723 | 1.1348 |
Largest Winning Trade | 104023 | 104023 | 33789 | 150874 | 141561 | 150874 |
Largest Losing Trade | -43935 | -22486 | -43935 | -112922 | -80239 | -112922 |
Avg Bars in Trades | 3 | 3 | 3 | 3 | 3 | 3 |
Avg Bars in Winners | 4 | 4 | 4 | 4 | 4 | 4 |
Avg Bars in Losers | 2 | 2 | 2 | 2 | 2 | 2 |
Bars Traded | 3813 | 1921 | 1892 | 3813 | 1921 | 1892 |
Profit Streak | 0 | 7.0426 | 0 | 0 | 7.0426 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -42603 | 314831 | -563613 | -553934 | -107480 | -579161 |
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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) |
---|