Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 253815.6996 | 24708.3504 | 229107.3492 | 131407.8864 | -194973.2323 | 326381.1187 |
Total P&L (%) | 253.8157 | 24.7084 | 229.1073 | 131.4079 | -194.9732 | 326.3811 |
Avg Daily Profit (%) | 0.1665 | 0.0162 | 0.1503 | 0.055 | 0 | 0.0952 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136471 | -70396 | -110104 | -488441 | -248465 | -291832 |
Profit Factor | 1.1549 | 1.0302 | 1.2795 | 1.0339 | 0.9 | 1.1696 |
Total Trades | 684 | 342 | 342 | 684 | 342 | 342 |
Winning Trades | 348 | 161 | 187 | 348 | 161 | 187 |
Losing Trades | 336 | 181 | 155 | 336 | 181 | 155 |
Profitability (%) | 50.8772 | 47.076 | 54.6784 | 50.8772 | 47.076 | 54.6784 |
Ratio Avg Win / Avg Loss | 1.1151 | 1.1581 | 1.0606 | 0.9983 | 1.0118 | 0.9694 |
Largest Winning Trade | 40412 | 40412 | 29876 | 78473 | 75419 | 78473 |
Largest Losing Trade | -32478 | -22433 | -32478 | -151164 | -59255 | -151164 |
Avg Bars in Trades | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Winners | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 5851 | 2926 | 2925 | 5851 | 2926 | 2925 |
Profit Streak | 0 | 8.1146 | 0 | 0 | 8.1146 | 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 | -38854 | -361248 | 333774 | -300343 | -578064 | -99467 |
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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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