Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 72925.439 | 437437.0964 | -364511.6574 | -99979.0566 | -69088.5767 | -30890.4799 |
Total P&L (%) | 72.9254 | 437.4371 | -364.5117 | -99.9791 | -69.0886 | -30.8905 |
Avg Daily Profit (%) | 0.0316 | 0.1893 | -0.1577 | -0.3659 | -0.0508 | -0.016 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -517292 | -272450 | -454736 | -115940 | -73860 | -61437 |
Profit Factor | 1.0253 | 1.2909 | 0.7349 | 0.7518 | 0.7062 | 0.8157 |
Total Trades | 566 | 283 | 283 | 566 | 283 | 283 |
Winning Trades | 293 | 147 | 146 | 293 | 147 | 146 |
Losing Trades | 273 | 136 | 137 | 273 | 136 | 137 |
Profitability (%) | 51.7668 | 51.9435 | 51.5901 | 51.7668 | 51.9435 | 51.5901 |
Ratio Avg Win / Avg Loss | 0.9553 | 1.1943 | 0.6896 | 0.7005 | 0.6534 | 0.7654 |
Largest Winning Trade | 632777 | 632777 | 43036 | 37305 | 37305 | 9455 |
Largest Losing Trade | -51710 | -36566 | -51710 | -23078 | -23078 | -15956 |
Avg Bars in Trades | 12 | 14 | 9 | 12 | 14 | 9 |
Avg Bars in Winners | 10 | 12 | 9 | 10 | 12 | 9 |
Avg Bars in Losers | 13 | 16 | 10 | 13 | 16 | 10 |
Bars Traded | 6887 | 4146 | 2741 | 6887 | 4146 | 2741 |
Profit Streak | 3.5062 | 3.5062 | 17.5062 | 3.5062 | 3.5062 | 17.5062 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -341814 | 300112 | -578302 | -577533 | -579999 | -578302 |
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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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