Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 228345.5082 | 303016.0337 | -74670.5255 | -77665.3002 | 141664.9574 | -219330.2576 |
Total P&L (%) | 228.3455 | 303.016 | -74.6705 | -77.6653 | 141.665 | -219.3303 |
Avg Daily Profit (%) | 0.1193 | 0.1583 | -0.039 | -0.0783 | 0.0461 | 0 |
Buy And Hold Return (%) | 42.9163 | 42.9163 | 42.9163 | 42.9163 | 42.9163 | 42.9163 |
Max Trade Drawdown | -185534 | -87185 | -218017 | -157779 | -44138 | -233251 |
Profit Factor | 1.0824 | 1.2207 | 0.9467 | 0.9369 | 1.2669 | 0.6866 |
Total Trades | 1066 | 533 | 533 | 1066 | 533 | 533 |
Winning Trades | 561 | 268 | 293 | 561 | 268 | 293 |
Losing Trades | 505 | 265 | 240 | 505 | 265 | 240 |
Profitability (%) | 52.6266 | 50.2814 | 54.9719 | 52.6266 | 50.2814 | 54.9719 |
Ratio Avg Win / Avg Loss | 0.9743 | 1.207 | 0.7754 | 0.8434 | 1.2527 | 0.5624 |
Largest Winning Trade | 56713 | 56713 | 30242 | 42816 | 42816 | 14036 |
Largest Losing Trade | -40569 | -32235 | -40569 | -47987 | -15411 | -47987 |
Avg Bars in Trades | 10 | 11 | 10 | 10 | 11 | 10 |
Avg Bars in Winners | 10 | 10 | 9 | 10 | 10 | 9 |
Avg Bars in Losers | 11 | 11 | 10 | 11 | 11 | 10 |
Bars Traded | 11433 | 5955 | 5478 | 11433 | 5955 | 5478 |
Profit Streak | 1.0955 | 10.2622 | 0 | 1.0955 | 10.2622 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -162892 | 394063 | -577626 | -577192 | -130208 | -577626 |
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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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