Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 424090.1375 | 475725.3962 | -51635.2587 | -148536.6132 | -30416.9732 | -118119.64 |
Total P&L (%) | 424.0901 | 475.7254 | -51.6353 | -148.5366 | -30.417 | -118.1196 |
Avg Daily Profit (%) | 0.1877 | 0.2106 | -0.0229 | 0 | -0.0161 | 0 |
Buy And Hold Return (%) | 71.3043 | 71.3043 | 71.3043 | 71.3043 | 71.3043 | 71.3043 |
Max Trade Drawdown | -407063 | -121411 | -430827 | -1021087 | -310308 | -754316 |
Profit Factor | 1.1357 | 1.3169 | 0.9682 | 0.9487 | 0.9778 | 0.9224 |
Total Trades | 1101 | 550 | 551 | 1101 | 550 | 551 |
Winning Trades | 673 | 341 | 332 | 483 | 244 | 239 |
Losing Trades | 428 | 209 | 219 | 618 | 306 | 312 |
Profitability (%) | 61.1262 | 62 | 60.2541 | 43.8692 | 44.3636 | 43.3757 |
Ratio Avg Win / Avg Loss | 0.7223 | 0.8071 | 0.6387 | 1.2138 | 1.2263 | 1.2041 |
Largest Winning Trade | 55913 | 55913 | 26015 | 99326 | 42200 | 99326 |
Largest Losing Trade | -127777 | -53054 | -127777 | -433462 | -79503 | -433462 |
Avg Bars in Trades | 12 | 12 | 11 | 12 | 12 | 11 |
Avg Bars in Winners | 9 | 9 | 8 | 15 | 16 | 14 |
Avg Bars in Losers | 17 | 18 | 16 | 10 | 10 | 9 |
Bars Traded | 13534 | 7084 | 6449 | 13534 | 7084 | 6449 |
Profit Streak | 4.363 | 4.363 | 10.0297 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -57434 | 370191 | -575304 | -575275 | -578707 | -579086 |
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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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