Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 257784.2088 | 243668.7808 | 14115.428 | -23599.4285 | 1085796.601 | -1109396.0295 |
Total P&L (%) | 257.7842 | 243.6688 | 14.1154 | -23.5994 | 1085.7966 | -1109.396 |
Avg Daily Profit (%) | 0.2061 | 0.1948 | 0.0113 | -0.0215 | 0.1979 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -261910 | -114509 | -198677 | -1551870 | -579329 | -1404730 |
Profit Factor | 1.1163 | 1.2404 | 1.0117 | 0.9972 | 1.2995 | 0.7753 |
Total Trades | 794 | 397 | 397 | 794 | 397 | 397 |
Winning Trades | 386 | 188 | 198 | 386 | 188 | 198 |
Losing Trades | 408 | 209 | 199 | 408 | 209 | 199 |
Profitability (%) | 48.6146 | 47.3552 | 49.8741 | 48.6146 | 47.3552 | 49.8741 |
Ratio Avg Win / Avg Loss | 1.1799 | 1.3789 | 1.0168 | 1.0541 | 1.4447 | 0.7793 |
Largest Winning Trade | 47378 | 47378 | 36587 | 465640 | 465640 | 305737 |
Largest Losing Trade | -46674 | -23643 | -46674 | -498028 | -179540 | -498028 |
Avg Bars in Trades | 6 | 6 | 6 | 6 | 6 | 6 |
Avg Bars in Winners | 7 | 6 | 7 | 7 | 6 | 7 |
Avg Bars in Losers | 5 | 5 | 5 | 5 | 5 | 5 |
Bars Traded | 4998 | 2388 | 2610 | 4998 | 2388 | 2610 |
Profit Streak | 2.5271 | 0 | 4.2771 | 2.5271 | 0 | 4.2771 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -82664 | 290343 | -421339 | -576815 | 319314 | -578991 |
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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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