Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 242015.2219 | 349563.8128 | -107548.5909 | -91208.8786 | 417815.1236 | -509024.0022 |
Total P&L (%) | 242.0152 | 349.5638 | -107.5486 | -91.2089 | 417.8151 | -509.024 |
Avg Daily Profit (%) | 0.1281 | 0.185 | -0.0569 | -0.1286 | 0.0871 | 0 |
Buy And Hold Return (%) | 25.5183 | 25.5183 | 25.5183 | 25.5183 | 25.5183 | 25.5183 |
Max Trade Drawdown | -268670 | -123592 | -189952 | -1055682 | -418701 | -821442 |
Profit Factor | 1.0886 | 1.2559 | 0.9213 | 0.9862 | 1.1332 | 0.8533 |
Total Trades | 899 | 449 | 450 | 899 | 449 | 450 |
Winning Trades | 509 | 257 | 252 | 509 | 257 | 252 |
Losing Trades | 390 | 192 | 198 | 390 | 192 | 198 |
Profitability (%) | 56.6185 | 57.2383 | 56 | 56.6185 | 57.2383 | 56 |
Ratio Avg Win / Avg Loss | 0.8341 | 0.9383 | 0.7239 | 0.7556 | 0.8466 | 0.6704 |
Largest Winning Trade | 95215 | 95215 | 33133 | 194480 | 194480 | 126684 |
Largest Losing Trade | -61631 | -38634 | -61631 | -441270 | -236346 | -441270 |
Avg Bars in Trades | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Winners | 6 | 6 | 6 | 6 | 6 | 6 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 7551 | 3790 | 3760 | 7551 | 3790 | 3760 |
Profit Streak | 0 | 8.4778 | 0 | 0 | 8.4778 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -140557 | 335487 | -577926 | -574530 | -148718 | -577926 |
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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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