Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 497959.1218 | 569285.2771 | -71326.1553 | 120856.2544 | 2686686.1191 | -2565829.8647 |
Total P&L (%) | 497.9591 | 569.2853 | -71.3262 | 120.8563 | 2686.6861 | -2565.8299 |
Avg Daily Profit (%) | 0.2752 | 0.3146 | -0.0394 | 0.0438 | 0.184 | 0 |
Buy And Hold Return (%) | 1086.0828 | 1086.0828 | 1086.0828 | 1086.0828 | 1086.0828 | 1086.0828 |
Max Trade Drawdown | -272622 | -124319 | -281257 | -2226808 | -461537 | -3179354 |
Profit Factor | 1.1753 | 1.4502 | 0.9547 | 1.0091 | 1.5398 | 0.6911 |
Total Trades | 933 | 467 | 466 | 933 | 467 | 466 |
Winning Trades | 459 | 229 | 230 | 459 | 229 | 230 |
Losing Trades | 474 | 238 | 236 | 474 | 238 | 236 |
Profitability (%) | 49.1961 | 49.0364 | 49.3562 | 49.1961 | 49.0364 | 49.3562 |
Ratio Avg Win / Avg Loss | 1.2137 | 1.5072 | 0.9797 | 1.0421 | 1.6003 | 0.7091 |
Largest Winning Trade | 47262 | 47262 | 33217 | 386288 | 386288 | 199264 |
Largest Losing Trade | -50619 | -35272 | -50619 | -1156380 | -161299 | -1156380 |
Avg Bars in Trades | 11 | 11 | 12 | 11 | 11 | 12 |
Avg Bars in Winners | 12 | 11 | 12 | 12 | 11 | 12 |
Avg Bars in Losers | 11 | 10 | 11 | 11 | 10 | 11 |
Bars Traded | 10825 | 5142 | 5683 | 10825 | 5142 | 5683 |
Profit Streak | 3.4007 | 9.5674 | 0 | 3.4007 | 9.5674 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -180739 | -151751 | -578870 | -506229 | 350199 | -578870 |
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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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