Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 326335.694 | 362172.2015 | -35836.5076 | -49533.0432 | 86906.1519 | -136439.1951 |
Total P&L (%) | 326.3357 | 362.1722 | -35.8365 | -49.533 | 86.9062 | -136.4392 |
Avg Daily Profit (%) | 0.1761 | 0.1954 | -0.0193 | -0.0369 | 0.0338 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -242115 | -179491 | -220186 | -656355 | -472900 | -292483 |
Profit Factor | 1.1315 | 1.2891 | 0.9709 | 0.9913 | 1.0292 | 0.9502 |
Total Trades | 1213 | 606 | 607 | 1213 | 606 | 607 |
Winning Trades | 533 | 255 | 278 | 533 | 255 | 278 |
Losing Trades | 680 | 351 | 329 | 680 | 351 | 329 |
Profitability (%) | 43.9406 | 42.0792 | 45.799 | 43.9406 | 42.0792 | 45.799 |
Ratio Avg Win / Avg Loss | 1.4435 | 1.7744 | 1.149 | 1.2647 | 1.4166 | 1.1245 |
Largest Winning Trade | 261762 | 261762 | 30601 | 234196 | 234196 | 78962 |
Largest Losing Trade | -26567 | -22295 | -26567 | -105496 | -105496 | -61370 |
Avg Bars in Trades | 18 | 21 | 15 | 18 | 21 | 15 |
Avg Bars in Winners | 21 | 25 | 17 | 21 | 25 | 17 |
Avg Bars in Losers | 15 | 17 | 13 | 15 | 17 | 13 |
Bars Traded | 22083 | 12787 | 9296 | 22083 | 12787 | 9296 |
Profit Streak | 0.7065 | 0 | 1.4565 | 0.7065 | 0 | 1.4565 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -67547 | 306655 | -580402 | -578160 | -336414 | -580402 |
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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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