Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 254960.3901 | 254027.0127 | 933.3774 | -10885.4441 | -192376.1484 | 181490.7043 |
Total P&L (%) | 254.9604 | 254.027 | 0.9334 | -10.8854 | -192.3761 | 181.4907 |
Avg Daily Profit (%) | 0.1807 | 0.18 | 0.0007 | -0.0082 | 0 | 0.0734 |
Buy And Hold Return (%) | 16.4068 | 16.4068 | 16.4068 | 16.4068 | 16.4068 | 16.4068 |
Max Trade Drawdown | -219842 | -141973 | -170226 | -3224343 | -3099708 | -1311088 |
Profit Factor | 1.1473 | 1.2656 | 1.0012 | 0.9994 | 0.9817 | 1.0271 |
Total Trades | 1015 | 507 | 508 | 1015 | 507 | 508 |
Winning Trades | 763 | 408 | 355 | 763 | 408 | 355 |
Losing Trades | 252 | 99 | 153 | 252 | 99 | 153 |
Profitability (%) | 75.1724 | 80.4734 | 69.8819 | 75.1724 | 80.4734 | 69.8819 |
Ratio Avg Win / Avg Loss | 0.3789 | 0.3071 | 0.4315 | 0.3301 | 0.2382 | 0.4427 |
Largest Winning Trade | 22086 | 22086 | 10914 | 494736 | 494736 | 202090 |
Largest Losing Trade | -62072 | -51881 | -62072 | -1109209 | -1109209 | -657373 |
Avg Bars in Trades | 16 | 23 | 10 | 16 | 23 | 10 |
Avg Bars in Winners | 7 | 9 | 4 | 7 | 9 | 4 |
Avg Bars in Losers | 45 | 80 | 22 | 45 | 80 | 22 |
Bars Traded | 16795 | 11691 | 5104 | 16795 | 11691 | 5104 |
Profit Streak | 0 | 463.8822 | 0 | 0 | 463.8822 | 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 | -43497 | 466728 | -573617 | -571553 | -573470 | -282378 |
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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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