Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 338378.4404 | 475337.1625 | -136958.7221 | -92536.7251 | 1155926.9587 | -1248463.6838 |
Total P&L (%) | 338.3784 | 475.3372 | -136.9587 | -92.5367 | 1155.927 | -1248.4637 |
Avg Daily Profit (%) | 0.1493 | 0.2098 | -0.0604 | -0.1145 | 0.1117 | 0 |
Buy And Hold Return (%) | 54.9063 | 54.9063 | 54.9063 | 54.9063 | 54.9063 | 54.9063 |
Max Trade Drawdown | -302006 | -132214 | -357244 | -899761 | -514340 | -1633040 |
Profit Factor | 1.1258 | 1.375 | 0.9037 | 0.9873 | 1.3631 | 0.697 |
Total Trades | 937 | 468 | 469 | 937 | 468 | 469 |
Winning Trades | 408 | 204 | 204 | 408 | 204 | 204 |
Losing Trades | 529 | 264 | 265 | 529 | 264 | 265 |
Profitability (%) | 43.5432 | 43.5897 | 43.4968 | 43.5432 | 43.5897 | 43.4968 |
Ratio Avg Win / Avg Loss | 1.4596 | 1.7794 | 1.174 | 1.2801 | 1.764 | 0.9054 |
Largest Winning Trade | 170115 | 170115 | 54564 | 568858 | 568858 | 185998 |
Largest Losing Trade | -75857 | -39876 | -75857 | -421752 | -361083 | -421752 |
Avg Bars in Trades | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Winners | 11 | 11 | 12 | 11 | 11 | 12 |
Avg Bars in Losers | 7 | 8 | 7 | 7 | 8 | 7 |
Bars Traded | 9048 | 4600 | 4448 | 9048 | 4600 | 4448 |
Profit Streak | 2.1742 | 0 | 2.4242 | 2.1742 | 0 | 2.4242 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -75261 | 325189 | -581153 | -577950 | -42140 | -582819 |
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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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