Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 234135.056 | 287009.0545 | -52873.9985 | -100699.5496 | -2558.8477 | -98140.7019 |
Total P&L (%) | 234.1351 | 287.0091 | -52.874 | -100.6996 | -2.5588 | -98.1407 |
Avg Daily Profit (%) | 0.1244 | 0.1525 | -0.0281 | 0 | -0.0014 | -0.2115 |
Buy And Hold Return (%) | 20.3441 | 20.3441 | 20.3441 | 20.3441 | 20.3441 | 20.3441 |
Max Trade Drawdown | -233441 | -75695 | -205887 | -118229 | -14599 | -104743 |
Profit Factor | 1.1221 | 1.365 | 0.9533 | 0.3168 | 0.9072 | 0.181 |
Total Trades | 578 | 289 | 289 | 578 | 289 | 289 |
Winning Trades | 299 | 149 | 150 | 278 | 140 | 138 |
Losing Trades | 279 | 140 | 139 | 300 | 149 | 151 |
Profitability (%) | 51.7301 | 51.5571 | 51.9031 | 48.0969 | 48.4429 | 47.7509 |
Ratio Avg Win / Avg Loss | 1.0471 | 1.2826 | 0.8834 | 0.3419 | 0.9655 | 0.198 |
Largest Winning Trade | 52032 | 52032 | 41516 | 10535 | 10535 | 2469 |
Largest Losing Trade | -100495 | -25648 | -100495 | -56703 | -11066 | -56703 |
Avg Bars in Trades | 19 | 12 | 25 | 19 | 12 | 25 |
Avg Bars in Winners | 19 | 12 | 26 | 19 | 13 | 25 |
Avg Bars in Losers | 19 | 13 | 25 | 19 | 12 | 26 |
Bars Traded | 11225 | 3712 | 7513 | 11225 | 3712 | 7513 |
Profit Streak | 10.8821 | 10.8821 | 16.5487 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -108564 | 351910 | -578723 | -578220 | -580149 | -580141 |
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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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