Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 214804.2329 | 332117.9055 | -117313.6726 | -99015.3529 | -4594.3186 | -94421.0343 |
Total P&L (%) | 214.8042 | 332.1179 | -117.3137 | -99.0154 | -4.5943 | -94.421 |
Avg Daily Profit (%) | 0.1118 | 0.1728 | -0.061 | -0.2402 | -0.0024 | -0.1501 |
Buy And Hold Return (%) | 14.2611 | 14.2611 | 14.2611 | 14.2611 | 14.2611 | 14.2611 |
Max Trade Drawdown | -246938 | -145909 | -313135 | -102964 | -28148 | -118246 |
Profit Factor | 1.0769 | 1.2613 | 0.923 | 0.5389 | 0.9244 | 0.3867 |
Total Trades | 860 | 430 | 430 | 860 | 430 | 430 |
Winning Trades | 441 | 214 | 227 | 441 | 214 | 227 |
Losing Trades | 419 | 216 | 203 | 419 | 216 | 203 |
Profitability (%) | 51.2791 | 49.7674 | 52.7907 | 51.2791 | 49.7674 | 52.7907 |
Ratio Avg Win / Avg Loss | 1.0232 | 1.2731 | 0.8254 | 0.512 | 0.933 | 0.3459 |
Largest Winning Trade | 81347 | 81347 | 33277 | 27646 | 27646 | 11017 |
Largest Losing Trade | -95506 | -27142 | -95506 | -88359 | -11810 | -88359 |
Avg Bars in Trades | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Winners | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 7510 | 3755 | 3755 | 7510 | 3755 | 3755 |
Profit Streak | 7.0152 | 13.5152 | 7.0152 | 7.0152 | 13.5152 | 7.0152 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -172818 | 382158 | -577762 | -573856 | -577398 | -577762 |
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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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