Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 320268.6237 | 393308.2669 | -73039.6432 | -60096.5832 | 1983403.3734 | -2043499.9566 |
Total P&L (%) | 320.2686 | 393.3083 | -73.0396 | -60.0966 | 1983.4034 | -2043.5 |
Avg Daily Profit (%) | 0.1416 | 0.1739 | -0.0323 | -0.0406 | 0.1343 | 0 |
Buy And Hold Return (%) | 104.2029 | 104.2029 | 104.2029 | 104.2029 | 104.2029 | 104.2029 |
Max Trade Drawdown | -201229 | -128879 | -268188 | -1366394 | -829597 | -2408191 |
Profit Factor | 1.1107 | 1.2859 | 0.9519 | 0.9943 | 1.4598 | 0.6731 |
Total Trades | 967 | 484 | 483 | 967 | 484 | 483 |
Winning Trades | 542 | 267 | 275 | 542 | 267 | 275 |
Losing Trades | 425 | 217 | 208 | 425 | 217 | 208 |
Profitability (%) | 56.0496 | 55.1653 | 56.9358 | 56.0496 | 55.1653 | 56.9358 |
Ratio Avg Win / Avg Loss | 0.8709 | 1.0451 | 0.72 | 0.7797 | 1.1864 | 0.5091 |
Largest Winning Trade | 95463 | 95463 | 41064 | 561758 | 561758 | 198547 |
Largest Losing Trade | -55824 | -28828 | -55824 | -429472 | -372798 | -429472 |
Avg Bars in Trades | 14 | 13 | 14 | 14 | 13 | 14 |
Avg Bars in Winners | 12 | 12 | 13 | 12 | 12 | 13 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 13546 | 6641 | 6905 | 13546 | 6641 | 6905 |
Profit Streak | 9.8404 | 9.8404 | 13.1737 | 9.8404 | 9.8404 | 13.1737 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -99430 | 323952 | -576129 | -572664 | -8217 | -576129 |
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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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