Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 236845.3624 | 329881.507 | -93036.1446 | -84784.4043 | 202072.8477 | -286857.2519 |
Total P&L (%) | 236.8454 | 329.8815 | -93.0361 | -84.7844 | 202.0728 | -286.8573 |
Avg Daily Profit (%) | 0.1249 | 0.174 | -0.0491 | -0.0993 | 0.0583 | 0 |
Buy And Hold Return (%) | 17.7487 | 17.7487 | 17.7487 | 17.7487 | 17.7487 | 17.7487 |
Max Trade Drawdown | -174950 | -91818 | -236142 | -255207 | -76810 | -306466 |
Profit Factor | 1.0795 | 1.2525 | 0.9444 | 0.9448 | 1.3427 | 0.6967 |
Total Trades | 986 | 493 | 493 | 986 | 493 | 493 |
Winning Trades | 431 | 218 | 213 | 431 | 218 | 213 |
Losing Trades | 555 | 275 | 280 | 555 | 275 | 280 |
Profitability (%) | 43.712 | 44.2191 | 43.2049 | 43.712 | 44.2191 | 43.2049 |
Ratio Avg Win / Avg Loss | 1.39 | 1.58 | 1.2415 | 1.2166 | 1.6938 | 0.9159 |
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 | 16 | 13 | 10 | 16 |
Avg Bars in Losers | 10 | 8 | 11 | 10 | 8 | 11 |
Bars Traded | 11320 | 4548 | 6772 | 11320 | 4548 | 6772 |
Profit Streak | 0 | 0 | 6.5865 | 0 | 0 | 6.5865 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155939 | 300737 | -578766 | -575712 | -113527 | -580433 |
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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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