Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 115568.6098 | 334407.0346 | -218838.4248 | -96238.1496 | -39661.2943 | -56576.8553 |
Total P&L (%) | 115.5686 | 334.407 | -218.8384 | -96.2382 | -39.6613 | -56.5769 |
Avg Daily Profit (%) | 0.0531 | 0.1535 | -0.1005 | -0.1505 | -0.0232 | -0.0383 |
Buy And Hold Return (%) | 21.8824 | 21.8824 | 21.8824 | 21.8824 | 21.8824 | 21.8824 |
Max Trade Drawdown | -264855 | -177919 | -244450 | -560500 | -507640 | -170610 |
Profit Factor | 1.0441 | 1.2164 | 0.7964 | 0.9686 | 0.9798 | 0.9487 |
Total Trades | 965 | 482 | 483 | 965 | 482 | 483 |
Winning Trades | 514 | 249 | 265 | 514 | 249 | 265 |
Losing Trades | 451 | 233 | 218 | 451 | 233 | 218 |
Profitability (%) | 53.2642 | 51.6598 | 54.8654 | 53.2642 | 51.6598 | 54.8654 |
Ratio Avg Win / Avg Loss | 0.9161 | 1.1382 | 0.6551 | 0.8499 | 0.9169 | 0.7804 |
Largest Winning Trade | 88723 | 88723 | 18603 | 190636 | 190636 | 56005 |
Largest Losing Trade | -53566 | -53566 | -28437 | -176557 | -176557 | -62054 |
Avg Bars in Trades | 8 | 15 | 2 | 8 | 15 | 2 |
Avg Bars in Winners | 7 | 11 | 2 | 7 | 11 | 2 |
Avg Bars in Losers | 10 | 18 | 2 | 10 | 18 | 2 |
Bars Traded | 8596 | 7356 | 1240 | 8596 | 7356 | 1240 |
Profit Streak | 13.1581 | 13.1581 | 29.1581 | 13.1581 | 13.1581 | 29.1581 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -289120 | 371984 | -576399 | -573021 | -577241 | -576399 |
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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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