Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 311290.7253 | 296139.7515 | 15150.9738 | -57092.6037 | 173056.5601 | -230149.1638 |
Total P&L (%) | 311.2907 | 296.1398 | 15.151 | -57.0926 | 173.0566 | -230.1492 |
Avg Daily Profit (%) | 0.1639 | 0.1559 | 0.008 | -0.0445 | 0.0529 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132278 | -114802 | -102578 | -632447 | -336430 | -382188 |
Profit Factor | 1.1347 | 1.2391 | 1.0141 | 0.9882 | 1.0679 | 0.9003 |
Total Trades | 685 | 343 | 342 | 685 | 343 | 342 |
Winning Trades | 356 | 176 | 180 | 356 | 176 | 180 |
Losing Trades | 329 | 167 | 162 | 329 | 167 | 162 |
Profitability (%) | 51.9708 | 51.312 | 52.6316 | 51.9708 | 51.312 | 52.6316 |
Ratio Avg Win / Avg Loss | 1.0486 | 1.1757 | 0.9127 | 0.9133 | 1.0133 | 0.8103 |
Largest Winning Trade | 84056 | 84056 | 28071 | 177015 | 177015 | 94744 |
Largest Losing Trade | -45500 | -26837 | -45500 | -215952 | -69711 | -215952 |
Avg Bars in Trades | 16 | 17 | 14 | 16 | 17 | 14 |
Avg Bars in Winners | 16 | 18 | 15 | 16 | 18 | 15 |
Avg Bars in Losers | 16 | 17 | 14 | 16 | 17 | 14 |
Bars Traded | 11244 | 6138 | 5105 | 11244 | 6138 | 5105 |
Profit Streak | 0 | 0 | 22.6386 | 0 | 0 | 22.6386 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -60958 | 311081 | -395634 | -576666 | -266430 | -577460 |
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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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