Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 173395.1626 | 243559.8643 | -70164.7017 | -76776.2281 | 546839.0873 | -623615.3154 |
Total P&L (%) | 173.3952 | 243.5599 | -70.1647 | -76.7762 | 546.8391 | -623.6153 |
Avg Daily Profit (%) | 0.1228 | 0.1725 | -0.0497 | -0.1033 | 0.1323 | 0 |
Buy And Hold Return (%) | 12.3692 | 12.3692 | 12.3692 | 12.3692 | 12.3692 | 12.3692 |
Max Trade Drawdown | -302544 | -170053 | -259580 | -1223012 | -375714 | -1114371 |
Profit Factor | 1.0786 | 1.2221 | 0.9367 | 0.982 | 1.2912 | 0.7388 |
Total Trades | 707 | 353 | 354 | 707 | 353 | 354 |
Winning Trades | 392 | 205 | 187 | 392 | 205 | 187 |
Losing Trades | 315 | 148 | 167 | 315 | 148 | 167 |
Profitability (%) | 55.4455 | 58.0737 | 52.8249 | 55.4455 | 58.0737 | 52.8249 |
Ratio Avg Win / Avg Loss | 0.8668 | 0.8823 | 0.8365 | 0.7891 | 0.9322 | 0.6598 |
Largest Winning Trade | 41847 | 41847 | 27742 | 139715 | 134034 | 139715 |
Largest Losing Trade | -41466 | -41466 | -41106 | -411408 | -118674 | -411408 |
Avg Bars in Trades | 7 | 7 | 8 | 7 | 7 | 8 |
Avg Bars in Winners | 6 | 6 | 6 | 6 | 6 | 6 |
Avg Bars in Losers | 9 | 10 | 9 | 9 | 10 | 9 |
Bars Traded | 5633 | 2798 | 2835 | 5633 | 2798 | 2835 |
Profit Streak | 467.4802 | 467.9802 | 467.4802 | 467.4802 | 467.9802 | 467.4802 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -158726 | 320499 | -577877 | -574745 | -14043 | -577877 |
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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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