Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 203912.6218 | 373969.7901 | -170057.1682 | -106666.7369 | 23952.4195 | -130619.1564 |
Total P&L (%) | 203.9126 | 373.9698 | -170.0572 | -106.6667 | 23.9524 | -130.6192 |
Avg Daily Profit (%) | 0.09 | 0.165 | -0.075 | 0 | 0.0095 | 0 |
Buy And Hold Return (%) | 131.2292 | 131.2292 | 131.2292 | 131.2292 | 131.2292 | 131.2292 |
Max Trade Drawdown | -302395 | -98528 | -422230 | -618934 | -157274 | -678578 |
Profit Factor | 1.0703 | 1.2833 | 0.8924 | 0.9443 | 1.0302 | 0.8837 |
Total Trades | 1091 | 546 | 545 | 1091 | 546 | 545 |
Winning Trades | 742 | 372 | 370 | 427 | 211 | 216 |
Losing Trades | 349 | 174 | 175 | 664 | 335 | 329 |
Profitability (%) | 68.011 | 68.1319 | 67.8899 | 39.1384 | 38.6447 | 39.633 |
Ratio Avg Win / Avg Loss | 0.5034 | 0.6003 | 0.4221 | 1.4685 | 1.6356 | 1.346 |
Largest Winning Trade | 53615 | 53615 | 22603 | 41723 | 31844 | 41723 |
Largest Losing Trade | -146284 | -50337 | -146284 | -389954 | -131670 | -389954 |
Avg Bars in Trades | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Winners | 5 | 4 | 5 | 11 | 12 | 10 |
Avg Bars in Losers | 14 | 16 | 13 | 5 | 5 | 6 |
Bars Traded | 9026 | 4595 | 4431 | 9026 | 4595 | 4431 |
Profit Streak | 11.6575 | 11.6575 | 21.4075 | 0 | 0 | 0 |
Trades During Streak | 6 | 3 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -217398 | 318128 | -574377 | -577145 | -533976 | -580573 |
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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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