Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 59411.3061 | 289811.4904 | -230400.1843 | -100741.7932 | 590536.4298 | -691278.223 |
Total P&L (%) | 59.4113 | 289.8115 | -230.4002 | -100.7418 | 590.5364 | -691.2782 |
Avg Daily Profit (%) | 0.0313 | 0.1529 | -0.1215 | 0 | 0.102 | 0 |
Buy And Hold Return (%) | 19.9894 | 19.9894 | 19.9894 | 19.9894 | 19.9894 | 19.9894 |
Max Trade Drawdown | -307071 | -137465 | -327845 | -653248 | -182836 | -901920 |
Profit Factor | 1.0239 | 1.2409 | 0.82 | 0.9495 | 1.8619 | 0.472 |
Total Trades | 769 | 384 | 385 | 769 | 384 | 385 |
Winning Trades | 442 | 231 | 211 | 344 | 168 | 176 |
Losing Trades | 327 | 153 | 174 | 425 | 216 | 209 |
Profitability (%) | 57.4772 | 60.1563 | 54.8052 | 44.7334 | 43.75 | 45.7143 |
Ratio Avg Win / Avg Loss | 0.7575 | 0.8219 | 0.6762 | 1.1731 | 2.3939 | 0.5605 |
Largest Winning Trade | 178479 | 178479 | 30451 | 214513 | 214513 | 46877 |
Largest Losing Trade | -127849 | -45477 | -127849 | -633501 | -97538 | -633501 |
Avg Bars in Trades | 9 | 9 | 10 | 9 | 9 | 10 |
Avg Bars in Winners | 8 | 7 | 9 | 11 | 12 | 10 |
Avg Bars in Losers | 11 | 12 | 11 | 8 | 7 | 9 |
Bars Traded | 7572 | 3693 | 3880 | 7572 | 3693 | 3880 |
Profit Streak | 5.3849 | 9.3849 | 5.3849 | 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 | -343178 | 323508 | -577711 | -576864 | -53602 | -580709 |
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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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