Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 360930.5471 | 303772.2102 | 57158.3369 | 146466.3068 | 640614.9172 | -494148.6105 |
Total P&L (%) | 360.9305 | 303.7722 | 57.1583 | 146.4663 | 640.6149 | -494.1486 |
Avg Daily Profit (%) | 0.2033 | 0.1711 | 0.0322 | 0.0508 | 0.1128 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139514 | -88961 | -137904 | -757793 | -358515 | -852565 |
Profit Factor | 1.1743 | 1.3087 | 1.0526 | 1.0183 | 1.1732 | 0.8848 |
Total Trades | 853 | 427 | 426 | 853 | 427 | 426 |
Winning Trades | 404 | 196 | 208 | 404 | 196 | 208 |
Losing Trades | 449 | 231 | 218 | 449 | 231 | 218 |
Profitability (%) | 47.3623 | 45.9016 | 48.8263 | 47.3623 | 45.9016 | 48.8263 |
Ratio Avg Win / Avg Loss | 1.3051 | 1.5424 | 1.1032 | 1.1318 | 1.3827 | 0.9273 |
Largest Winning Trade | 77987 | 77987 | 53775 | 205081 | 158483 | 205081 |
Largest Losing Trade | -25034 | -19621 | -25034 | -166594 | -128825 | -166594 |
Avg Bars in Trades | 24 | 21 | 27 | 24 | 21 | 27 |
Avg Bars in Winners | 28 | 23 | 33 | 28 | 23 | 33 |
Avg Bars in Losers | 21 | 20 | 21 | 21 | 20 | 21 |
Bars Traded | 21030 | 9388 | 11642 | 21030 | 9388 | 11642 |
Profit Streak | 0 | 0 | 11.7847 | 0 | 0 | 11.7847 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -17028 | 323367 | -310832 | -321278 | -71570 | -578197 |
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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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