Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 150255.4309 | 277861.4846 | -127606.0537 | -97466.8114 | 82112.6111 | -179579.4225 |
Total P&L (%) | 150.2554 | 277.8615 | -127.6061 | -97.4668 | 82.1126 | -179.5794 |
Avg Daily Profit (%) | 0.0929 | 0.1717 | -0.0789 | -0.2269 | 0.0371 | 0 |
Buy And Hold Return (%) | 21.4447 | 21.4447 | 21.4447 | 21.4447 | 21.4447 | 21.4447 |
Max Trade Drawdown | -165637 | -145364 | -280608 | -145987 | -67733 | -191152 |
Profit Factor | 1.0642 | 1.2498 | 0.8961 | 0.8863 | 1.223 | 0.6329 |
Total Trades | 789 | 395 | 394 | 789 | 395 | 394 |
Winning Trades | 408 | 209 | 199 | 408 | 209 | 199 |
Losing Trades | 381 | 186 | 195 | 381 | 186 | 195 |
Profitability (%) | 51.711 | 52.9114 | 50.5076 | 51.711 | 52.9114 | 50.5076 |
Ratio Avg Win / Avg Loss | 0.9938 | 1.1123 | 0.8781 | 0.8277 | 1.0884 | 0.6202 |
Largest Winning Trade | 51277 | 51277 | 38284 | 25182 | 25182 | 17095 |
Largest Losing Trade | -89299 | -43616 | -89299 | -56409 | -25263 | -56409 |
Avg Bars in Trades | 24 | 23 | 25 | 24 | 23 | 25 |
Avg Bars in Winners | 23 | 22 | 24 | 23 | 22 | 24 |
Avg Bars in Losers | 25 | 25 | 25 | 25 | 25 | 25 |
Bars Traded | 19297 | 9318 | 9979 | 19297 | 9318 | 9979 |
Profit Streak | 0 | 0 | 498.2912 | 0 | 0 | 498.2912 |
Trades During Streak | 0 | 0 | 7 | 0 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -215510 | 335561 | -577524 | -575740 | -143994 | -577524 |
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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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