Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 173280.4299 | 360339.6093 | -187059.1793 | -106143.6614 | 52972.5569 | -159116.2183 |
Total P&L (%) | 173.2804 | 360.3396 | -187.0592 | -106.1437 | 52.9726 | -159.1162 |
Avg Daily Profit (%) | 0.0762 | 0.1585 | -0.0823 | 0 | 0.0187 | 0 |
Buy And Hold Return (%) | 105.1002 | 105.1002 | 105.1002 | 105.1002 | 105.1002 | 105.1002 |
Max Trade Drawdown | -273749 | -175641 | -416909 | -856712 | -493654 | -1058388 |
Profit Factor | 1.0619 | 1.2843 | 0.8777 | 0.9674 | 1.0389 | 0.9159 |
Total Trades | 1074 | 537 | 537 | 1074 | 537 | 537 |
Winning Trades | 687 | 337 | 350 | 451 | 229 | 222 |
Losing Trades | 387 | 200 | 187 | 623 | 308 | 315 |
Profitability (%) | 63.9665 | 62.7561 | 65.1769 | 41.9926 | 42.6443 | 41.3408 |
Ratio Avg Win / Avg Loss | 0.5982 | 0.7622 | 0.469 | 1.3363 | 1.3974 | 1.2996 |
Largest Winning Trade | 53615 | 53615 | 22922 | 276216 | 93439 | 276216 |
Largest Losing Trade | -142646 | -44824 | -142646 | -697881 | -124552 | -697881 |
Avg Bars in Trades | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Winners | 5 | 5 | 5 | 11 | 11 | 11 |
Avg Bars in Losers | 13 | 13 | 13 | 6 | 5 | 6 |
Bars Traded | 9015 | 4492 | 4522 | 9015 | 4492 | 4522 |
Profit Streak | 8.6153 | 16.6153 | 8.6153 | 0 | 0 | 0 |
Trades During Streak | 4 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -244921 | 306718 | -575160 | -576086 | -511668 | -579950 |
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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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