Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 219217.3793 | 305609.1883 | -86391.809 | -89841.8079 | 85299.0877 | -175140.8955 |
Total P&L (%) | 219.2174 | 305.6092 | -86.3918 | -89.8418 | 85.2991 | -175.1409 |
Avg Daily Profit (%) | 0.1165 | 0.1624 | -0.0459 | -0.1214 | 0.0328 | 0 |
Buy And Hold Return (%) | 20.7107 | 20.7107 | 20.7107 | 20.7107 | 20.7107 | 20.7107 |
Max Trade Drawdown | -330942 | -200686 | -196468 | -1861584 | -1571700 | -680885 |
Profit Factor | 1.0787 | 1.2128 | 0.9361 | 0.988 | 1.0208 | 0.9478 |
Total Trades | 1184 | 592 | 592 | 1184 | 592 | 592 |
Winning Trades | 777 | 378 | 399 | 777 | 378 | 399 |
Losing Trades | 407 | 214 | 193 | 407 | 214 | 193 |
Profitability (%) | 65.625 | 63.8514 | 67.3986 | 65.625 | 63.8514 | 67.3986 |
Ratio Avg Win / Avg Loss | 0.565 | 0.6866 | 0.4528 | 0.5175 | 0.5779 | 0.4585 |
Largest Winning Trade | 83103 | 83103 | 22995 | 456575 | 456575 | 253393 |
Largest Losing Trade | -58024 | -38651 | -58024 | -680506 | -566342 | -680506 |
Avg Bars in Trades | 18 | 21 | 16 | 18 | 21 | 16 |
Avg Bars in Winners | 11 | 11 | 10 | 11 | 11 | 10 |
Avg Bars in Losers | 33 | 39 | 28 | 33 | 39 | 28 |
Bars Traded | 22417 | 12836 | 9581 | 22417 | 12836 | 9581 |
Profit Streak | 0 | 0 | 11.9058 | 0 | 0 | 11.9058 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164678 | 352605 | -574620 | -572283 | -345922 | -574620 |
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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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