Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 419667.348 | 470812.5739 | -51145.226 | -145883.3968 | -43691.7811 | -102191.6157 |
Total P&L (%) | 419.6673 | 470.8126 | -51.1452 | -145.8834 | -43.6918 | -102.1916 |
Avg Daily Profit (%) | 0.1851 | 0.2076 | -0.0226 | 0 | -0.0253 | 0 |
Buy And Hold Return (%) | 66.8653 | 66.8653 | 66.8653 | 66.8653 | 66.8653 | 66.8653 |
Max Trade Drawdown | -407063 | -121411 | -430827 | -881989 | -268036 | -651559 |
Profit Factor | 1.1336 | 1.3108 | 0.9685 | 0.942 | 0.9636 | 0.9223 |
Total Trades | 1107 | 554 | 553 | 1107 | 554 | 553 |
Winning Trades | 677 | 344 | 333 | 484 | 244 | 240 |
Losing Trades | 430 | 210 | 220 | 623 | 310 | 313 |
Profitability (%) | 61.1563 | 62.0939 | 60.217 | 43.7218 | 44.0433 | 43.3996 |
Ratio Avg Win / Avg Loss | 0.72 | 0.8002 | 0.6399 | 1.2126 | 1.2243 | 1.2028 |
Largest Winning Trade | 55913 | 55913 | 26015 | 85796 | 36451 | 85796 |
Largest Losing Trade | -127777 | -53054 | -127777 | -374414 | -68673 | -374414 |
Avg Bars in Trades | 12 | 12 | 11 | 12 | 12 | 11 |
Avg Bars in Winners | 9 | 9 | 8 | 15 | 16 | 14 |
Avg Bars in Losers | 17 | 18 | 16 | 10 | 10 | 9 |
Bars Traded | 13590 | 7117 | 6473 | 13590 | 7117 | 6473 |
Profit Streak | 3.3275 | 12.6608 | 0 | 0 | 0 | 6.9942 |
Trades During Streak | 1 | 4 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -61358 | 429188 | -576841 | -575314 | -578810 | -578382 |
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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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