Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 435896.2332 | 191451.9338 | 244444.2994 | -89674.557 | 1391668.0205 | -1481342.5775 |
Total P&L (%) | 435.8962 | 191.4519 | 244.4443 | -89.6746 | 1391.668 | -1481.3426 |
Avg Daily Profit (%) | 0.2634 | 0.1157 | 0.1477 | -0.1371 | 0.1634 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -195289 | -132658 | -164030 | -4759415 | -797389 | -3991644 |
Profit Factor | 1.1727 | 1.1365 | 1.218 | 0.9875 | 1.5591 | 0.6847 |
Total Trades | 1052 | 526 | 526 | 1052 | 526 | 526 |
Winning Trades | 648 | 314 | 334 | 648 | 314 | 334 |
Losing Trades | 404 | 212 | 192 | 404 | 212 | 192 |
Profitability (%) | 61.597 | 59.6958 | 63.4981 | 61.597 | 59.6958 | 63.4981 |
Ratio Avg Win / Avg Loss | 0.7311 | 0.7673 | 0.7001 | 0.6157 | 1.0527 | 0.3936 |
Largest Winning Trade | 51990 | 51990 | 22809 | 623462 | 483119 | 623462 |
Largest Losing Trade | -98648 | -35916 | -98648 | -3955366 | -437075 | -3955366 |
Avg Bars in Trades | 3 | 3 | 3 | 3 | 3 | 3 |
Avg Bars in Winners | 2 | 2 | 2 | 2 | 2 | 2 |
Avg Bars in Losers | 4 | 5 | 4 | 4 | 5 | 4 |
Bars Traded | 3301 | 1718 | 1583 | 3301 | 1718 | 1583 |
Profit Streak | 0 | 0 | 7.8975 | 0 | 0 | 7.8975 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -16531 | -106936 | 249801 | -573201 | 472325 | -575881 |
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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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