Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 33633.0087 | -23736.2738 | 57369.2825 | 21174.1434 | -36370.3171 | 57544.4605 |
Total P&L (%) | 33.633 | -23.7363 | 57.3693 | 21.1741 | -36.3703 | 57.5445 |
Avg Daily Profit (%) | 0.1291 | -0.0911 | 0.2203 | 0.0738 | -0.1735 | 0.1747 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50346 | -45599 | -35971 | -68656 | -58236 | -43828 |
Profit Factor | 1.1011 | 0.8516 | 1.3318 | 1.0549 | 0.8066 | 1.2914 |
Total Trades | 939 | 470 | 469 | 939 | 470 | 469 |
Winning Trades | 655 | 278 | 377 | 655 | 278 | 377 |
Losing Trades | 284 | 192 | 92 | 284 | 192 | 92 |
Profitability (%) | 69.7551 | 59.1489 | 80.3838 | 69.7551 | 59.1489 | 80.3838 |
Ratio Avg Win / Avg Loss | 0.4774 | 0.5881 | 0.325 | 0.4574 | 0.5571 | 0.3151 |
Largest Winning Trade | 4086 | 4086 | 3725 | 5802 | 5802 | 4251 |
Largest Losing Trade | -21058 | -17268 | -21058 | -26437 | -24603 | -26437 |
Avg Bars in Trades | 26 | 8 | 43 | 26 | 8 | 43 |
Avg Bars in Winners | 12 | 3 | 19 | 12 | 3 | 19 |
Avg Bars in Losers | 57 | 16 | 143 | 57 | 16 | 143 |
Bars Traded | 24531 | 4023 | 20508 | 24531 | 4023 | 20508 |
Profit Streak | 0 | 0 | 6.3013 | 0 | 0 | 6.3013 |
Trades During Streak | 0 | 0 | 6 | 0 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -127389 | -578531 | 431078 | -255569 | -578809 | 408571 |
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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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