Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 528073.0816 | 802927.1142 | -274854.0326 | -99232.9416 | -32537.3048 | -66695.6368 |
Total P&L (%) | 528.0731 | 802.9271 | -274.854 | -99.2329 | -32.5373 | -66.6956 |
Avg Daily Profit (%) | 0.2382 | 0.3623 | -0.124 | -0.2195 | -0.0178 | -0.0496 |
Buy And Hold Return (%) | 107.3931 | 107.3931 | 107.3931 | 107.3931 | 107.3931 | 107.3931 |
Max Trade Drawdown | -279220 | -157856 | -273613 | -107417 | -72745 | -61159 |
Profit Factor | 1.2804 | 1.8509 | 0.7074 | 0.7094 | 0.8342 | 0.5407 |
Total Trades | 474 | 237 | 237 | 474 | 237 | 237 |
Winning Trades | 209 | 104 | 105 | 209 | 104 | 105 |
Losing Trades | 265 | 133 | 132 | 265 | 133 | 132 |
Profitability (%) | 44.0928 | 43.8819 | 44.3038 | 44.0928 | 43.8819 | 44.3038 |
Ratio Avg Win / Avg Loss | 1.6235 | 2.367 | 0.8893 | 0.8995 | 1.0669 | 0.6797 |
Largest Winning Trade | 846078 | 846078 | 37606 | 87832 | 87832 | 12867 |
Largest Losing Trade | -61781 | -61781 | -56446 | -36426 | -36426 | -21495 |
Avg Bars in Trades | 18 | 17 | 19 | 18 | 17 | 19 |
Avg Bars in Winners | 19 | 16 | 22 | 19 | 16 | 22 |
Avg Bars in Losers | 16 | 17 | 16 | 16 | 17 | 16 |
Bars Traded | 8622 | 4114 | 4508 | 8622 | 4114 | 4508 |
Profit Streak | 14.4739 | 14.4739 | 18.4739 | 14.4739 | 14.4739 | 18.4739 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359402 | 436019 | -580964 | -578827 | -579936 | -580964 |
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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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