Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 265311.4753 | 222615.2557 | 42696.2196 | -50127.19 | 1375572.1258 | -1425699.3158 |
Total P&L (%) | 265.3115 | 222.6153 | 42.6962 | -50.1272 | 1375.5721 | -1425.6993 |
Avg Daily Profit (%) | 0.1868 | 0.1567 | 0.0301 | -0.049 | 0.1897 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -228262 | -69805 | -187910 | -3794276 | -1969056 | -2734328 |
Profit Factor | 1.1858 | 1.3357 | 1.0558 | 0.9967 | 1.1928 | 0.8254 |
Total Trades | 593 | 296 | 297 | 593 | 296 | 297 |
Winning Trades | 342 | 167 | 175 | 342 | 167 | 175 |
Losing Trades | 251 | 129 | 122 | 251 | 129 | 122 |
Profitability (%) | 57.6729 | 56.4189 | 58.9226 | 57.6729 | 56.4189 | 58.9226 |
Ratio Avg Win / Avg Loss | 0.8703 | 1.0318 | 0.7361 | 0.7315 | 0.9214 | 0.5754 |
Largest Winning Trade | 35341 | 35341 | 18748 | 817152 | 817152 | 485590 |
Largest Losing Trade | -85508 | -34151 | -85508 | -997028 | -956037 | -997028 |
Avg Bars in Trades | 9 | 8 | 9 | 9 | 8 | 9 |
Avg Bars in Winners | 6 | 6 | 6 | 6 | 6 | 6 |
Avg Bars in Losers | 12 | 11 | 13 | 12 | 11 | 13 |
Bars Traded | 5409 | 2526 | 2883 | 5409 | 2526 | 2883 |
Profit Streak | 0 | 9.3515 | 0 | 0 | 9.3515 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -5898 | 387603 | -313037 | -576407 | 38919 | -578345 |
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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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