Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 320450.1489 | 372854.0812 | -52403.9323 | -74201.1724 | 417714.7283 | -491915.9007 |
Total P&L (%) | 320.4501 | 372.8541 | -52.4039 | -74.2012 | 417.7147 | -491.9159 |
Avg Daily Profit (%) | 0.1331 | 0.1548 | -0.0218 | -0.0562 | 0.0683 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -203351 | -101743 | -283714 | -532455 | -217144 | -598041 |
Profit Factor | 1.1323 | 1.3238 | 0.9588 | 0.9753 | 1.3029 | 0.6976 |
Total Trades | 827 | 414 | 413 | 827 | 414 | 413 |
Winning Trades | 363 | 185 | 178 | 363 | 185 | 178 |
Losing Trades | 464 | 229 | 235 | 464 | 229 | 235 |
Profitability (%) | 43.8936 | 44.686 | 43.0993 | 43.8936 | 44.686 | 43.0993 |
Ratio Avg Win / Avg Loss | 1.4473 | 1.6387 | 1.2658 | 1.2467 | 1.6128 | 0.921 |
Largest Winning Trade | 258197 | 258197 | 44762 | 206815 | 206815 | 62912 |
Largest Losing Trade | -32194 | -22952 | -32194 | -101368 | -101368 | -81822 |
Avg Bars in Trades | 17 | 16 | 18 | 17 | 16 | 18 |
Avg Bars in Winners | 22 | 21 | 24 | 22 | 21 | 24 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 14411 | 6938 | 7473 | 14411 | 6938 | 7473 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -88221 | 302215 | -579913 | -576888 | -100717 | -581580 |
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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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