Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 165389.9762 | 172212.9061 | -6822.9299 | 26023.8993 | 61738.056 | -35714.1567 |
Total P&L (%) | 165.39 | 172.2129 | -6.8229 | 26.0239 | 61.7381 | -35.7142 |
Avg Daily Profit (%) | 0.1588 | 0.1653 | -0.0066 | 0.0222 | 0.0462 | -0.0424 |
Buy And Hold Return (%) | 12.3308 | 12.3308 | 12.3308 | 12.3308 | 12.3308 | 12.3308 |
Max Trade Drawdown | -99979 | -74219 | -65296 | -241867 | -208461 | -142822 |
Profit Factor | 1.1344 | 1.2249 | 0.9853 | 1.0124 | 1.0459 | 0.9531 |
Total Trades | 963 | 481 | 482 | 963 | 481 | 482 |
Winning Trades | 706 | 380 | 326 | 706 | 380 | 326 |
Losing Trades | 257 | 101 | 156 | 257 | 101 | 156 |
Profitability (%) | 73.3126 | 79.0021 | 67.6349 | 73.3126 | 79.0021 | 67.6349 |
Ratio Avg Win / Avg Loss | 0.4129 | 0.3256 | 0.4715 | 0.3685 | 0.278 | 0.4561 |
Largest Winning Trade | 30552 | 30552 | 8963 | 50849 | 50849 | 18164 |
Largest Losing Trade | -37518 | -35909 | -37518 | -104918 | -104918 | -75009 |
Avg Bars in Trades | 25 | 43 | 7 | 25 | 43 | 7 |
Avg Bars in Winners | 11 | 16 | 4 | 11 | 16 | 4 |
Avg Bars in Losers | 65 | 143 | 15 | 65 | 143 | 15 |
Bars Traded | 24751 | 20966 | 3785 | 24751 | 20966 | 3785 |
Profit Streak | 8.2434 | 12.2851 | 8.2434 | 8.2434 | 12.2851 | 8.2434 |
Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -56759 | 453749 | -575123 | -367600 | -296919 | -575123 |
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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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