Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 277520.4146 | 260216.1891 | 17304.2255 | -47407.6341 | 29928.1394 | -77335.7735 |
Total P&L (%) | 277.5204 | 260.2162 | 17.3042 | -47.4076 | 29.9281 | -77.3358 |
Avg Daily Profit (%) | 0.1732 | 0.1624 | 0.0108 | -0.0401 | 0.0163 | -0.0926 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -200051 | -170994 | -146016 | -215531 | -152152 | -155533 |
Profit Factor | 1.1255 | 1.2415 | 1.0153 | 0.9678 | 1.0429 | 0.9002 |
Total Trades | 828 | 414 | 414 | 828 | 414 | 414 |
Winning Trades | 404 | 201 | 203 | 404 | 201 | 203 |
Losing Trades | 424 | 213 | 211 | 424 | 213 | 211 |
Profitability (%) | 48.7923 | 48.5507 | 49.0338 | 48.7923 | 48.5507 | 49.0338 |
Ratio Avg Win / Avg Loss | 1.1812 | 1.3157 | 1.0553 | 1.0157 | 1.1051 | 0.9357 |
Largest Winning Trade | 107326 | 107326 | 35594 | 86504 | 86504 | 46344 |
Largest Losing Trade | -42594 | -25571 | -42594 | -44845 | -32751 | -44845 |
Avg Bars in Trades | 23 | 21 | 24 | 23 | 21 | 24 |
Avg Bars in Winners | 28 | 25 | 31 | 28 | 25 | 31 |
Avg Bars in Losers | 17 | 17 | 17 | 17 | 17 | 17 |
Bars Traded | 19071 | 8843 | 10228 | 19071 | 8843 | 10228 |
Profit Streak | 13.3905 | 0 | 14.0572 | 13.3905 | 0 | 14.0572 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -69934 | 300556 | -388731 | -573958 | -346169 | -578671 |
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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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