Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 239885.1116 | 330060.2517 | -90175.1401 | -84274.5716 | 202131.0788 | -286405.6504 |
Total P&L (%) | 239.8851 | 330.0603 | -90.1751 | -84.2746 | 202.1311 | -286.4057 |
Avg Daily Profit (%) | 0.1271 | 0.1749 | -0.0478 | -0.098 | 0.0586 | 0 |
Buy And Hold Return (%) | 19.2147 | 19.2147 | 19.2147 | 19.2147 | 19.2147 | 19.2147 |
Max Trade Drawdown | -174950 | -91818 | -236142 | -255207 | -76810 | -306466 |
Profit Factor | 1.0807 | 1.2533 | 0.9459 | 0.9451 | 1.3431 | 0.6969 |
Total Trades | 981 | 490 | 491 | 981 | 490 | 491 |
Winning Trades | 429 | 217 | 212 | 429 | 217 | 212 |
Losing Trades | 552 | 273 | 279 | 552 | 273 | 279 |
Profitability (%) | 43.7309 | 44.2857 | 43.1772 | 43.7309 | 44.2857 | 43.1772 |
Ratio Avg Win / Avg Loss | 1.3906 | 1.5767 | 1.2449 | 1.216 | 1.6898 | 0.9172 |
Largest Winning Trade | 52798 | 52798 | 30903 | 49939 | 49939 | 34548 |
Largest Losing Trade | -55703 | -26903 | -55703 | -55725 | -17645 | -55725 |
Avg Bars in Trades | 11 | 9 | 13 | 11 | 9 | 13 |
Avg Bars in Winners | 13 | 10 | 15 | 13 | 10 | 15 |
Avg Bars in Losers | 10 | 8 | 12 | 10 | 8 | 12 |
Bars Traded | 11256 | 4515 | 6741 | 11256 | 4515 | 6741 |
Profit Streak | 4.3252 | 0 | 11.4919 | 4.3252 | 0 | 11.4919 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151582 | 301552 | -577955 | -575648 | -113144 | -579622 |
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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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