Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 395448.6164 | 366764.3309 | 28684.2855 | 3960.2969 | 138814.6987 | -134854.4017 |
Total P&L (%) | 395.4486 | 366.7643 | 28.6843 | 3.9603 | 138.8147 | -134.8544 |
Avg Daily Profit (%) | 0.2132 | 0.1978 | 0.0155 | 0.0021 | 0.047 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -203493 | -177733 | -122662 | -612092 | -596872 | -403134 |
Profit Factor | 1.1745 | 1.2823 | 1.0297 | 1.0009 | 1.0522 | 0.9278 |
Total Trades | 635 | 318 | 317 | 635 | 318 | 317 |
Winning Trades | 301 | 163 | 138 | 301 | 163 | 138 |
Losing Trades | 334 | 155 | 179 | 334 | 155 | 179 |
Profitability (%) | 47.4016 | 51.2579 | 43.5331 | 47.4016 | 51.2579 | 43.5331 |
Ratio Avg Win / Avg Loss | 1.3033 | 1.2194 | 1.3356 | 1.1106 | 1.0006 | 1.2035 |
Largest Winning Trade | 102195 | 102195 | 35918 | 241404 | 241404 | 75428 |
Largest Losing Trade | -34438 | -33004 | -34438 | -102565 | -102565 | -93330 |
Avg Bars in Trades | 11 | 13 | 8 | 11 | 13 | 8 |
Avg Bars in Winners | 14 | 16 | 10 | 14 | 16 | 10 |
Avg Bars in Losers | 8 | 10 | 7 | 8 | 10 | 7 |
Bars Traded | 7214 | 4443 | 2771 | 7214 | 4443 | 2771 |
Profit Streak | 0 | 0 | 9.0591 | 0 | 0 | 9.0591 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -18240 | 328532 | -363769 | -572772 | -291752 | -579578 |
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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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