Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 235968.3811 | 331508.8237 | -95540.4426 | -84910.5862 | 202324.5496 | -287235.1358 |
Total P&L (%) | 235.9684 | 331.5088 | -95.5404 | -84.9106 | 202.3246 | -287.2351 |
Avg Daily Profit (%) | 0.1245 | 0.175 | -0.0504 | -0.0998 | 0.0584 | 0 |
Buy And Hold Return (%) | 24.2932 | 24.2932 | 24.2932 | 24.2932 | 24.2932 | 24.2932 |
Max Trade Drawdown | -174950 | -91818 | -236142 | -255207 | -76810 | -306466 |
Profit Factor | 1.0792 | 1.254 | 0.9429 | 0.9447 | 1.3433 | 0.6963 |
Total Trades | 984 | 492 | 492 | 984 | 492 | 492 |
Winning Trades | 430 | 218 | 212 | 430 | 218 | 212 |
Losing Trades | 554 | 274 | 280 | 554 | 274 | 280 |
Profitability (%) | 43.6992 | 44.3089 | 43.0894 | 43.6992 | 44.3089 | 43.0894 |
Ratio Avg Win / Avg Loss | 1.3904 | 1.5762 | 1.2454 | 1.2171 | 1.6884 | 0.9197 |
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 | 11 | 10 | 8 | 11 |
Bars Traded | 11290 | 4544 | 6746 | 11290 | 4544 | 6746 |
Profit Streak | 5.526 | 6.3594 | 0 | 5.526 | 6.3594 | 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 | -156040 | 327362 | -579505 | -575022 | -112695 | -581172 |
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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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