Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 332250.8932 | 369257.9565 | -37007.0633 | -50317.8071 | -66558.9406 | 16241.1335 |
Total P&L (%) | 332.2509 | 369.258 | -37.0071 | -50.3178 | -66.5589 | 16.2411 |
Avg Daily Profit (%) | 0.1722 | 0.1914 | -0.0192 | -0.0362 | -0.0567 | 0.0078 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182329 | -187717 | -61877 | -1789402 | -1779121 | -151683 |
Profit Factor | 1.1476 | 1.2018 | 0.9122 | 0.9928 | 0.9888 | 1.0158 |
Total Trades | 1055 | 527 | 528 | 1055 | 527 | 528 |
Winning Trades | 562 | 292 | 270 | 562 | 292 | 270 |
Losing Trades | 493 | 235 | 258 | 493 | 235 | 258 |
Profitability (%) | 53.2701 | 55.408 | 51.1364 | 53.2701 | 55.408 | 51.1364 |
Ratio Avg Win / Avg Loss | 1.0067 | 0.9672 | 0.8716 | 0.8709 | 0.7957 | 0.9707 |
Largest Winning Trade | 131140 | 131140 | 8164 | 366039 | 366039 | 44177 |
Largest Losing Trade | -45753 | -45753 | -9394 | -507913 | -507913 | -31321 |
Avg Bars in Trades | 21 | 41 | 1 | 21 | 41 | 1 |
Avg Bars in Winners | 15 | 28 | 1 | 15 | 28 | 1 |
Avg Bars in Losers | 29 | 59 | 1 | 29 | 59 | 1 |
Bars Traded | 22991 | 22131 | 860 | 22991 | 22131 | 860 |
Profit Streak | 0 | 10.6109 | 0 | 0 | 10.6109 | 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 | -44283 | 320866 | -578149 | -574272 | -577229 | -393943 |
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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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