Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 206876.0108 | 86677.8163 | 120198.1946 | -48454.83 | -4076688.5071 | 4028233.6771 |
Total P&L (%) | 206.876 | 86.6778 | 120.1982 | -48.4548 | -4076.6885 | 4028.2337 |
Avg Daily Profit (%) | 0.1143 | 0.0479 | 0.0664 | -0.0366 | 0 | 0.2059 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -440667 | -293348 | -224608 | -9920198 | -9183061 | -2733646 |
Profit Factor | 1.0677 | 1.0556 | 1.0802 | 0.9989 | 0.8254 | 1.2023 |
Total Trades | 1667 | 833 | 834 | 1667 | 833 | 834 |
Winning Trades | 660 | 309 | 351 | 660 | 309 | 351 |
Losing Trades | 1007 | 524 | 483 | 1007 | 524 | 483 |
Profitability (%) | 39.5921 | 37.0948 | 42.0863 | 39.5921 | 37.0948 | 42.0863 |
Ratio Avg Win / Avg Loss | 1.629 | 1.79 | 1.4865 | 1.524 | 1.3996 | 1.6544 |
Largest Winning Trade | 69084 | 69084 | 46327 | 1623040 | 1416366 | 1623040 |
Largest Losing Trade | -20205 | -19389 | -20205 | -1072069 | -1072069 | -982590 |
Avg Bars in Trades | 13 | 12 | 13 | 13 | 12 | 13 |
Avg Bars in Winners | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 21701 | 10592 | 11109 | 21701 | 10592 | 11109 |
Profit Streak | 0 | 4.5072 | 0 | 0 | 4.5072 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -181962 | -287896 | -235493 | -574630 | -579803 | 348710 |
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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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