Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 507088.2177 | 524057.4266 | -16969.2089 | 56331.4926 | 338952.1546 | -282620.662 |
Total P&L (%) | 507.0882 | 524.0574 | -16.9692 | 56.3315 | 338.9522 | -282.6207 |
Avg Daily Profit (%) | 0.2339 | 0.2418 | -0.0078 | 0.0206 | 0.0683 | 0 |
Buy And Hold Return (%) | 197.1698 | 197.1698 | 197.1698 | 197.1698 | 197.1698 | 197.1698 |
Max Trade Drawdown | -153040 | -114236 | -190053 | -501631 | -479894 | -608675 |
Profit Factor | 1.1664 | 1.3649 | 0.9895 | 1.01 | 1.1229 | 0.9024 |
Total Trades | 991 | 496 | 495 | 991 | 496 | 495 |
Winning Trades | 503 | 247 | 256 | 503 | 247 | 256 |
Losing Trades | 488 | 249 | 239 | 488 | 249 | 239 |
Profitability (%) | 50.7568 | 49.7984 | 51.7172 | 50.7568 | 49.7984 | 51.7172 |
Ratio Avg Win / Avg Loss | 1.1316 | 1.3759 | 0.9238 | 0.9798 | 1.132 | 0.8425 |
Largest Winning Trade | 67987 | 67987 | 52557 | 162799 | 162799 | 75580 |
Largest Losing Trade | -54648 | -26944 | -54648 | -211519 | -97973 | -211519 |
Avg Bars in Trades | 6 | 6 | 6 | 6 | 6 | 6 |
Avg Bars in Winners | 6 | 6 | 6 | 6 | 6 | 6 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 6473 | 3239 | 3234 | 6473 | 3239 | 3234 |
Profit Streak | 5.2577 | 5.2577 | 11.9244 | 5.2577 | 5.2577 | 11.9244 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -25482 | 302661 | -577159 | -535182 | -192958 | -577159 |
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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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