Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 456502.3298 | 446861.933 | 9640.3968 | -70379.2745 | 1044556.4306 | -1114935.7051 |
Total P&L (%) | 456.5023 | 446.8619 | 9.6404 | -70.3793 | 1044.5564 | -1114.9357 |
Avg Daily Profit (%) | 0.1914 | 0.1873 | 0.004 | -0.051 | 0.1022 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191167 | -130900 | -200447 | -1609984 | -568712 | -1639930 |
Profit Factor | 1.1845 | 1.3678 | 1.0077 | 0.9894 | 1.358 | 0.6989 |
Total Trades | 598 | 299 | 299 | 598 | 299 | 299 |
Winning Trades | 283 | 141 | 142 | 283 | 141 | 142 |
Losing Trades | 315 | 158 | 157 | 315 | 158 | 157 |
Profitability (%) | 47.3244 | 47.1572 | 47.4916 | 47.3244 | 47.1572 | 47.4916 |
Ratio Avg Win / Avg Loss | 1.3185 | 1.5328 | 1.1141 | 1.1012 | 1.5218 | 0.7727 |
Largest Winning Trade | 62033 | 62033 | 57195 | 357079 | 357079 | 322425 |
Largest Losing Trade | -79787 | -37690 | -79787 | -410555 | -299266 | -410555 |
Avg Bars in Trades | 7 | 8 | 7 | 7 | 8 | 7 |
Avg Bars in Winners | 8 | 9 | 8 | 8 | 9 | 8 |
Avg Bars in Losers | 7 | 6 | 7 | 7 | 6 | 7 |
Bars Traded | 4759 | 2392 | 2367 | 4759 | 2392 | 2367 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -7627 | 334900 | -564990 | -576749 | -54344 | -580467 |
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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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