Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 414345.8411 | 472666.8129 | -58320.9718 | -144058.4671 | -37788.5885 | -106269.8786 |
Total P&L (%) | 414.3458 | 472.6668 | -58.321 | -144.0585 | -37.7886 | -106.2699 |
Avg Daily Profit (%) | 0.1838 | 0.2096 | -0.0259 | 0 | -0.021 | 0 |
Buy And Hold Return (%) | 66.9845 | 66.9845 | 66.9845 | 66.9845 | 66.9845 | 66.9845 |
Max Trade Drawdown | -407063 | -121411 | -430827 | -943059 | -286595 | -696674 |
Profit Factor | 1.1325 | 1.3147 | 0.9641 | 0.9462 | 0.9703 | 0.9242 |
Total Trades | 1098 | 549 | 549 | 1098 | 549 | 549 |
Winning Trades | 670 | 340 | 330 | 482 | 243 | 239 |
Losing Trades | 428 | 209 | 219 | 616 | 306 | 310 |
Profitability (%) | 61.02 | 61.9308 | 60.1093 | 43.898 | 44.2623 | 43.5337 |
Ratio Avg Win / Avg Loss | 0.7235 | 0.8081 | 0.6398 | 1.2092 | 1.2219 | 1.1988 |
Largest Winning Trade | 55913 | 55913 | 26015 | 91736 | 38975 | 91736 |
Largest Losing Trade | -127777 | -53054 | -127777 | -400338 | -73428 | -400338 |
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 | 13508 | 7073 | 6435 | 13508 | 7073 | 6435 |
Profit Streak | 5.0815 | 0 | 7.2482 | 0 | 13.5815 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -61103 | 372513 | -576195 | -575273 | -577674 | -579035 |
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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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