Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 427841.9292 | 420076.234 | 7765.6952 | 21672.5567 | 41341.1918 | -19668.6352 |
Total P&L (%) | 427.8419 | 420.0762 | 7.7657 | 21.6726 | 41.3412 | -19.6686 |
Avg Daily Profit (%) | 0.2644 | 0.2596 | 0.0048 | 0.0121 | 0.0214 | -0.0135 |
Buy And Hold Return (%) | 25 | 25 | 25 | 25 | 25 | 25 |
Max Trade Drawdown | -202070 | -112328 | -204868 | -1133704 | -1017204 | -755435 |
Profit Factor | 1.1299 | 1.2628 | 1.0046 | 1.0019 | 1.0069 | 0.9965 |
Total Trades | 1474 | 737 | 737 | 1474 | 737 | 737 |
Winning Trades | 747 | 369 | 378 | 747 | 369 | 378 |
Losing Trades | 727 | 368 | 359 | 727 | 368 | 359 |
Profitability (%) | 50.6784 | 50.0678 | 51.289 | 50.6784 | 50.0678 | 51.289 |
Ratio Avg Win / Avg Loss | 1.0996 | 1.2594 | 0.9541 | 0.975 | 1.0041 | 0.9464 |
Largest Winning Trade | 70124 | 70124 | 31631 | 264604 | 264604 | 154576 |
Largest Losing Trade | -48459 | -28546 | -48459 | -264951 | -264951 | -240903 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 19287 | 9651 | 9636 | 19287 | 9651 | 9636 |
Profit Streak | 467.8886 | 0 | 482.0553 | 467.8886 | 0 | 482.0553 |
Trades During Streak | 1 | 0 | 7 | 1 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -61509 | 416455 | -564196 | -554558 | -382874 | -575631 |
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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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