Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 354076.8147 | 417325.3846 | -63248.5699 | -86723.8335 | 381857.515 | -468581.3484 |
Total P&L (%) | 354.0768 | 417.3254 | -63.2486 | -86.7238 | 381.8575 | -468.5813 |
Avg Daily Profit (%) | 0.1918 | 0.2261 | -0.0343 | -0.1093 | 0.0852 | 0 |
Buy And Hold Return (%) | 66.0435 | 66.0435 | 66.0435 | 66.0435 | 66.0435 | 66.0435 |
Max Trade Drawdown | -124217 | -123487 | -183821 | -416862 | -212258 | -505204 |
Profit Factor | 1.1285 | 1.2949 | 0.9528 | 0.9751 | 1.2285 | 0.7404 |
Total Trades | 1034 | 517 | 517 | 1034 | 517 | 517 |
Winning Trades | 549 | 265 | 284 | 549 | 265 | 284 |
Losing Trades | 485 | 252 | 233 | 485 | 252 | 233 |
Profitability (%) | 53.0948 | 51.2573 | 54.9323 | 53.0948 | 51.2573 | 54.9323 |
Ratio Avg Win / Avg Loss | 0.997 | 1.2314 | 0.7817 | 0.8614 | 1.1682 | 0.6075 |
Largest Winning Trade | 45620 | 45620 | 29084 | 88900 | 88900 | 45242 |
Largest Losing Trade | -84149 | -48053 | -84149 | -233884 | -93788 | -233884 |
Avg Bars in Trades | 21 | 26 | 16 | 21 | 26 | 16 |
Avg Bars in Winners | 18 | 23 | 12 | 18 | 23 | 12 |
Avg Bars in Losers | 25 | 29 | 20 | 25 | 29 | 20 |
Bars Traded | 22051 | 13670 | 8381 | 22051 | 13670 | 8381 |
Profit Streak | 6.771 | 0 | 8.3543 | 6.771 | 0 | 8.3543 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -67257 | 361062 | -576589 | -573671 | -77754 | -576589 |
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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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