Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 295922.9736 | 371371.8637 | -75448.8901 | -73501.567 | 224495.0031 | -297996.5702 |
Total P&L (%) | 295.923 | 371.3719 | -75.4489 | -73.5016 | 224.495 | -297.9966 |
Avg Daily Profit (%) | 0.1545 | 0.1939 | -0.0394 | -0.0693 | 0.0615 | 0 |
Buy And Hold Return (%) | 42.9945 | 42.9945 | 42.9945 | 42.9945 | 42.9945 | 42.9945 |
Max Trade Drawdown | -209609 | -165656 | -201772 | -322085 | -173619 | -318968 |
Profit Factor | 1.0752 | 1.1986 | 0.9634 | 0.9752 | 1.1718 | 0.8205 |
Total Trades | 1800 | 900 | 900 | 1800 | 900 | 900 |
Winning Trades | 889 | 441 | 448 | 889 | 441 | 448 |
Losing Trades | 911 | 459 | 452 | 911 | 459 | 452 |
Profitability (%) | 49.3889 | 49 | 49.7778 | 49.3889 | 49 | 49.7778 |
Ratio Avg Win / Avg Loss | 1.1018 | 1.2475 | 0.972 | 0.9994 | 1.2196 | 0.8278 |
Largest Winning Trade | 69125 | 69125 | 35637 | 81810 | 81810 | 66339 |
Largest Losing Trade | -44382 | -20511 | -44382 | -56674 | -40300 | -56674 |
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 | 11487 | 5744 | 5743 | 11487 | 5744 | 5743 |
Profit Streak | 0 | 5.9896 | 0 | 0 | 5.9896 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -123429 | 400309 | -576025 | -573598 | -138010 | -576025 |
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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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