Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 274916.7985 | 409148.3847 | -134231.5861 | -113394.4316 | 22713.8705 | -136108.3022 |
Total P&L (%) | 274.9168 | 409.1484 | -134.2316 | -113.3944 | 22.7139 | -136.1083 |
Avg Daily Profit (%) | 0.1212 | 0.1804 | -0.0592 | 0 | 0.009 | 0 |
Buy And Hold Return (%) | 77.6398 | 77.6398 | 77.6398 | 77.6398 | 77.6398 | 77.6398 |
Max Trade Drawdown | -249247 | -89468 | -386694 | -377706 | -100404 | -439205 |
Profit Factor | 1.0798 | 1.2616 | 0.9286 | 0.9425 | 1.0255 | 0.8744 |
Total Trades | 1514 | 757 | 757 | 1514 | 757 | 757 |
Winning Trades | 931 | 458 | 473 | 652 | 326 | 326 |
Losing Trades | 583 | 299 | 284 | 862 | 431 | 431 |
Profitability (%) | 61.4927 | 60.502 | 62.4835 | 43.0647 | 43.0647 | 43.0647 |
Ratio Avg Win / Avg Loss | 0.6762 | 0.8236 | 0.5576 | 1.2461 | 1.3558 | 1.156 |
Largest Winning Trade | 72338 | 72338 | 35024 | 43816 | 28365 | 43816 |
Largest Losing Trade | -138198 | -41797 | -138198 | -200663 | -60066 | -200663 |
Avg Bars in Trades | 2 | 2 | 3 | 2 | 2 | 3 |
Avg Bars in Winners | 2 | 2 | 2 | 3 | 3 | 4 |
Avg Bars in Losers | 4 | 4 | 4 | 2 | 2 | 2 |
Bars Traded | 4529 | 2257 | 2272 | 4529 | 2257 | 2272 |
Profit Streak | 2.7015 | 2.7015 | 4.7015 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -160313 | 306313 | -574630 | -574391 | -538022 | -578132 |
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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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