Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 398195.4111 | 346837.0062 | 51358.4049 | -10975.8269 | 292215.7832 | -303191.61 |
Total P&L (%) | 398.1954 | 346.837 | 51.3584 | -10.9758 | 292.2158 | -303.1916 |
Avg Daily Profit (%) | 0.2134 | 0.1859 | 0.0275 | -0.0062 | 0.0733 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -181673 | -122558 | -177031 | -292635 | -172696 | -383908 |
Profit Factor | 1.1224 | 1.2229 | 1.0302 | 0.9972 | 1.1586 | 0.8584 |
Total Trades | 1764 | 882 | 882 | 1764 | 882 | 882 |
Winning Trades | 759 | 372 | 387 | 759 | 372 | 387 |
Losing Trades | 1005 | 510 | 495 | 1005 | 510 | 495 |
Profitability (%) | 43.0272 | 42.1769 | 43.8776 | 43.0272 | 42.1769 | 43.8776 |
Ratio Avg Win / Avg Loss | 1.4861 | 1.6766 | 1.3177 | 1.3205 | 1.5884 | 1.098 |
Largest Winning Trade | 81595 | 81595 | 55153 | 101879 | 101879 | 50702 |
Largest Losing Trade | -42369 | -42369 | -23418 | -59621 | -59621 | -45623 |
Avg Bars in Trades | 12 | 13 | 12 | 12 | 13 | 12 |
Avg Bars in Winners | 18 | 18 | 17 | 18 | 18 | 17 |
Avg Bars in Losers | 8 | 9 | 7 | 8 | 9 | 7 |
Bars Traded | 22124 | 11474 | 10650 | 22124 | 11474 | 10650 |
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 | -73494 | 342389 | -342672 | -574406 | -138813 | -577163 |
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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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