Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 110756.1601 | 114366.985 | -3610.8249 | 89032.568 | 100064.5522 | -11031.9842 |
Total P&L (%) | 110.7562 | 114.367 | -3.6108 | 89.0326 | 100.0646 | -11.032 |
Avg Daily Profit (%) | 0.4253 | 0.4392 | -0.0139 | 0.2448 | 0.2666 | -0.0449 |
Buy And Hold Return (%) | 35.8345 | 35.8345 | 35.8345 | 35.8345 | 35.8345 | 35.8345 |
Max Trade Drawdown | -73032 | -41504 | -51098 | -100381 | -52293 | -69242 |
Profit Factor | 1.1734 | 1.3666 | 0.989 | 1.1146 | 1.2599 | 0.9718 |
Total Trades | 809 | 405 | 404 | 809 | 405 | 404 |
Winning Trades | 366 | 184 | 182 | 366 | 184 | 182 |
Losing Trades | 443 | 221 | 222 | 443 | 221 | 222 |
Profitability (%) | 45.241 | 45.4321 | 45.0495 | 45.241 | 45.4321 | 45.0495 |
Ratio Avg Win / Avg Loss | 1.4202 | 1.6414 | 1.2063 | 1.3491 | 1.5132 | 1.1854 |
Largest Winning Trade | 38999 | 38999 | 24924 | 43883 | 43883 | 22436 |
Largest Losing Trade | -14832 | -8461 | -14832 | -13950 | -10360 | -13950 |
Avg Bars in Trades | 30 | 30 | 29 | 30 | 30 | 29 |
Avg Bars in Winners | 42 | 44 | 41 | 42 | 44 | 41 |
Avg Bars in Losers | 20 | 19 | 20 | 20 | 19 | 20 |
Bars Traded | 24591 | 12491 | 12100 | 24591 | 12491 | 12100 |
Profit Streak | 6.1368 | 6.1368 | 6.3452 | 6.1368 | 6.1368 | 6.3452 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -20597 | 300836 | -578962 | -87381 | 211507 | -578962 |
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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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