Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 223682.9506 | 247469.3011 | -23786.3504 | -39058.8198 | 72296.8641 | -111355.6839 |
Total P&L (%) | 223.683 | 247.4693 | -23.7864 | -39.0588 | 72.2969 | -111.3557 |
Avg Daily Profit (%) | 0.2147 | 0.2376 | -0.0228 | -0.0475 | 0.0522 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132974 | -113683 | -62474 | -339360 | -238300 | -145750 |
Profit Factor | 1.205 | 1.3639 | 0.9421 | 0.9799 | 1.06 | 0.8488 |
Total Trades | 690 | 345 | 345 | 690 | 345 | 345 |
Winning Trades | 324 | 153 | 171 | 324 | 153 | 171 |
Losing Trades | 366 | 192 | 174 | 366 | 192 | 174 |
Profitability (%) | 46.9565 | 44.3478 | 49.5652 | 46.9565 | 44.3478 | 49.5652 |
Ratio Avg Win / Avg Loss | 1.3612 | 1.7115 | 0.9587 | 1.1069 | 1.3302 | 0.8637 |
Largest Winning Trade | 350022 | 350022 | 25266 | 302178 | 302178 | 41213 |
Largest Losing Trade | -15186 | -12066 | -15186 | -43118 | -32764 | -43118 |
Avg Bars in Trades | 35 | 57 | 14 | 35 | 57 | 14 |
Avg Bars in Winners | 44 | 76 | 15 | 44 | 76 | 15 |
Avg Bars in Losers | 28 | 41 | 12 | 28 | 41 | 12 |
Bars Traded | 24737 | 19783 | 4954 | 24737 | 19783 | 4954 |
Profit Streak | 3.1418 | 3.1418 | 8.7668 | 3.1418 | 3.1418 | 8.7668 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328162 | 272280 | -578751 | -577246 | -279593 | -578751 |
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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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