Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 311340.9219 | 349937.117 | -38596.1951 | -67315.7334 | 18484.2966 | -85800.0299 |
Total P&L (%) | 311.3409 | 349.9371 | -38.5962 | -67.3157 | 18.4843 | -85.8 |
Avg Daily Profit (%) | 0.1494 | 0.168 | -0.0185 | -0.0537 | 0.0081 | -0.0936 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180386 | -196664 | -162962 | -137191 | -89514 | -123138 |
Profit Factor | 1.1575 | 1.3433 | 0.9597 | 0.9353 | 1.0346 | 0.8303 |
Total Trades | 811 | 405 | 406 | 811 | 405 | 406 |
Winning Trades | 371 | 173 | 198 | 371 | 173 | 198 |
Losing Trades | 440 | 232 | 208 | 440 | 232 | 208 |
Profitability (%) | 45.746 | 42.716 | 48.7685 | 45.746 | 42.716 | 48.7685 |
Ratio Avg Win / Avg Loss | 1.3728 | 1.8015 | 1.0081 | 1.1092 | 1.3874 | 0.8722 |
Largest Winning Trade | 294890 | 294890 | 44763 | 68417 | 68417 | 31168 |
Largest Losing Trade | -23625 | -23625 | -19815 | -30012 | -30012 | -15901 |
Avg Bars in Trades | 30 | 29 | 31 | 30 | 29 | 31 |
Avg Bars in Winners | 40 | 37 | 42 | 40 | 37 | 42 |
Avg Bars in Losers | 22 | 22 | 21 | 22 | 22 | 21 |
Bars Traded | 24741 | 11788 | 12953 | 24741 | 11788 | 12953 |
Profit Streak | 20.8963 | 20.8963 | 22.063 | 20.8963 | 20.8963 | 22.063 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -36634 | 319297 | -576557 | -574971 | -372293 | -578223 |
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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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