Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 369657.444 | 424038.7878 | -54381.3438 | -93059.9957 | 249036.8643 | -342096.8601 |
Total P&L (%) | 369.6574 | 424.0388 | -54.3813 | -93.06 | 249.0369 | -342.0969 |
Avg Daily Profit (%) | 0.198 | 0.2272 | -0.0291 | -0.1428 | 0.067 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -543125 | -252894 | -322775 | -816906 | -264619 | -553259 |
Profit Factor | 1.1653 | 1.3865 | 0.9523 | 0.9504 | 1.3378 | 0.6998 |
Total Trades | 559 | 280 | 279 | 559 | 280 | 279 |
Winning Trades | 253 | 119 | 134 | 253 | 119 | 134 |
Losing Trades | 306 | 161 | 145 | 306 | 161 | 145 |
Profitability (%) | 45.2594 | 42.5 | 48.0287 | 45.2594 | 42.5 | 48.0287 |
Ratio Avg Win / Avg Loss | 1.4094 | 1.8758 | 1.0304 | 1.1495 | 1.81 | 0.7573 |
Largest Winning Trade | 312680 | 312680 | 51025 | 350644 | 350644 | 153540 |
Largest Losing Trade | -48193 | -27026 | -48193 | -205901 | -85642 | -205901 |
Avg Bars in Trades | 19 | 19 | 20 | 19 | 19 | 20 |
Avg Bars in Winners | 26 | 27 | 25 | 26 | 27 | 25 |
Avg Bars in Losers | 14 | 13 | 14 | 14 | 13 | 14 |
Bars Traded | 11101 | 5505 | 5596 | 11101 | 5505 | 5596 |
Profit Streak | 13.1409 | 13.1409 | 15.9742 | 13.1409 | 13.1409 | 15.9742 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -28667 | 304336 | -578118 | -576676 | -103179 | -579784 |
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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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