Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 128883.4371 | 280819.5903 | -151936.1532 | -100439.4268 | 669306.4254 | -769745.8523 |
Total P&L (%) | 128.8834 | 280.8196 | -151.9362 | -100.4394 | 669.3064 | -769.7459 |
Avg Daily Profit (%) | 0.0797 | 0.1736 | -0.0939 | 0 | 0.1262 | 0 |
Buy And Hold Return (%) | 22.5094 | 22.5094 | 22.5094 | 22.5094 | 22.5094 | 22.5094 |
Max Trade Drawdown | -396022 | -222485 | -306139 | -1043117 | -491595 | -785446 |
Profit Factor | 1.0548 | 1.2797 | 0.8871 | 0.9798 | 1.3335 | 0.741 |
Total Trades | 835 | 417 | 418 | 835 | 417 | 418 |
Winning Trades | 440 | 227 | 213 | 422 | 224 | 198 |
Losing Trades | 395 | 190 | 205 | 413 | 193 | 220 |
Profitability (%) | 52.6946 | 54.4365 | 50.9569 | 50.5389 | 53.717 | 47.3684 |
Ratio Avg Win / Avg Loss | 0.947 | 1.0711 | 0.8538 | 0.9589 | 1.149 | 0.8233 |
Largest Winning Trade | 54223 | 52679 | 54223 | 287713 | 252261 | 287713 |
Largest Losing Trade | -120455 | -37654 | -120455 | -277834 | -277834 | -196122 |
Avg Bars in Trades | 23 | 20 | 25 | 23 | 20 | 25 |
Avg Bars in Winners | 21 | 18 | 24 | 21 | 19 | 24 |
Avg Bars in Losers | 25 | 23 | 26 | 24 | 21 | 26 |
Bars Traded | 19287 | 8549 | 10738 | 19287 | 8549 | 10738 |
Profit Streak | 478.8773 | 478.8773 | 482.3773 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -242573 | 374985 | -577410 | -575652 | -21475 | -579894 |
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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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