Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 380891.4287 | 413765.7185 | -32874.2898 | -50965.1514 | 1014372.47 | -1065337.6214 |
Total P&L (%) | 380.8914 | 413.7657 | -32.8743 | -50.9652 | 1014.3725 | -1065.3376 |
Avg Daily Profit (%) | 0.158 | 0.1717 | -0.0136 | -0.0296 | 0.1001 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176856 | -135177 | -241610 | -958695 | -408411 | -1296683 |
Profit Factor | 1.1482 | 1.3481 | 0.9762 | 0.9934 | 1.3029 | 0.7571 |
Total Trades | 1012 | 506 | 506 | 1012 | 506 | 506 |
Winning Trades | 404 | 202 | 202 | 404 | 202 | 202 |
Losing Trades | 608 | 304 | 304 | 608 | 304 | 304 |
Profitability (%) | 39.9209 | 39.9209 | 39.9209 | 39.9209 | 39.9209 | 39.9209 |
Ratio Avg Win / Avg Loss | 1.728 | 2.0289 | 1.4692 | 1.495 | 1.9608 | 1.1394 |
Largest Winning Trade | 264141 | 264141 | 46167 | 361415 | 361415 | 141261 |
Largest Losing Trade | -32194 | -22952 | -32194 | -173187 | -173187 | -153747 |
Avg Bars in Trades | 4 | 4 | 4 | 4 | 4 | 4 |
Avg Bars in Winners | 7 | 6 | 7 | 7 | 6 | 7 |
Avg Bars in Losers | 2 | 3 | 2 | 2 | 3 | 2 |
Bars Traded | 4666 | 2251 | 2415 | 4666 | 2251 | 2415 |
Profit Streak | 22.79 | 24.29 | 22.79 | 22.79 | 24.29 | 22.79 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -45574 | 316065 | -579625 | -575527 | -57817 | -579625 |
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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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