Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 326523.551 | 416732.6302 | -90209.0792 | -77578.4721 | 184332.364 | -261910.8361 |
Total P&L (%) | 326.5236 | 416.7326 | -90.2091 | -77.5785 | 184.3324 | -261.9108 |
Avg Daily Profit (%) | 0.1762 | 0.2248 | -0.0487 | -0.0806 | 0.0564 | 0 |
Buy And Hold Return (%) | 68.2947 | 68.2947 | 68.2947 | 68.2947 | 68.2947 | 68.2947 |
Max Trade Drawdown | -259486 | -114155 | -379672 | -214268 | -58888 | -365321 |
Profit Factor | 1.0887 | 1.2464 | 0.9547 | 0.9451 | 1.3123 | 0.6816 |
Total Trades | 1234 | 617 | 617 | 1234 | 617 | 617 |
Winning Trades | 629 | 304 | 325 | 629 | 304 | 325 |
Losing Trades | 605 | 313 | 292 | 605 | 313 | 292 |
Profitability (%) | 50.9724 | 49.2707 | 52.6742 | 50.9724 | 49.2707 | 52.6742 |
Ratio Avg Win / Avg Loss | 1.0471 | 1.2833 | 0.8577 | 0.909 | 1.3511 | 0.6124 |
Largest Winning Trade | 39566 | 39566 | 33511 | 40663 | 40663 | 25430 |
Largest Losing Trade | -42927 | -36848 | -42927 | -63953 | -37365 | -63953 |
Avg Bars in Trades | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Winners | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Losers | 17 | 17 | 17 | 17 | 17 | 17 |
Bars Traded | 22158 | 11098 | 11061 | 22158 | 11098 | 11061 |
Profit Streak | 2.2962 | 3.7962 | 0 | 2.2962 | 3.7962 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -112142 | 332790 | -577485 | -575837 | -118576 | -577485 |
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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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