Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 253123.7086 | 476148.7864 | -223025.0778 | -256692.5068 | -290396.3641 | 33703.8573 |
Total P&L (%) | 253.1237 | 476.1488 | -223.0251 | -256.6925 | -290.3964 | 33.7039 |
Avg Daily Profit (%) | 0.1369 | 0.2576 | -0.1207 | 0 | 0 | 0.0157 |
Buy And Hold Return (%) | 107.5402 | 107.5402 | 107.5402 | 107.5402 | 107.5402 | 107.5402 |
Max Trade Drawdown | -439240 | -120112 | -501019 | -1219033 | -771201 | -753684 |
Profit Factor | 1.1004 | 1.4593 | 0.8497 | 0.9281 | 0.8211 | 1.0173 |
Total Trades | 555 | 277 | 278 | 555 | 277 | 278 |
Winning Trades | 297 | 142 | 155 | 263 | 138 | 125 |
Losing Trades | 258 | 135 | 123 | 292 | 139 | 153 |
Profitability (%) | 53.5135 | 51.2635 | 55.7554 | 47.3874 | 49.8195 | 44.964 |
Ratio Avg Win / Avg Loss | 0.9559 | 1.3874 | 0.6743 | 1.0304 | 0.827 | 1.2452 |
Largest Winning Trade | 54222 | 54222 | 41604 | 402148 | 402148 | 368223 |
Largest Losing Trade | -325762 | -50700 | -325762 | -539213 | -253696 | -539213 |
Avg Bars in Trades | 9 | 9 | 10 | 9 | 9 | 10 |
Avg Bars in Winners | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Losers | 10 | 9 | 11 | 9 | 9 | 10 |
Bars Traded | 5436 | 2545 | 2890 | 5436 | 2545 | 2890 |
Profit Streak | 4.1167 | 0 | 7.45 | 0 | 16.7833 | 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 | -122934 | 311893 | -578176 | -576949 | -578608 | -539872 |
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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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