Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 380409.1071 | 393232.9862 | -12823.8791 | -123461.6457 | 33358.6159 | -156820.2615 |
Total P&L (%) | 380.4091 | 393.233 | -12.8239 | -123.4616 | 33.3586 | -156.8203 |
Avg Daily Profit (%) | 0.2019 | 0.2087 | -0.0068 | 0 | 0.0153 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147571 | -68780 | -202030 | -363292 | -67632 | -368858 |
Profit Factor | 1.1528 | 1.3421 | 0.9904 | 0.915 | 1.0545 | 0.8134 |
Total Trades | 614 | 307 | 307 | 614 | 307 | 307 |
Winning Trades | 326 | 158 | 168 | 297 | 152 | 145 |
Losing Trades | 288 | 149 | 139 | 317 | 155 | 162 |
Profitability (%) | 53.0945 | 51.4658 | 54.7231 | 48.3713 | 49.5114 | 47.2313 |
Ratio Avg Win / Avg Loss | 1.0184 | 1.2656 | 0.8195 | 0.9766 | 1.0753 | 0.9088 |
Largest Winning Trade | 45110 | 45110 | 39967 | 58757 | 58757 | 34746 |
Largest Losing Trade | -112091 | -33282 | -112091 | -287174 | -35549 | -287174 |
Avg Bars in Trades | 6 | 6 | 6 | 6 | 6 | 6 |
Avg Bars in Winners | 6 | 6 | 6 | 6 | 6 | 6 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 3685 | 1842 | 1842 | 3685 | 1842 | 1842 |
Profit Streak | 0 | 0 | 11.0848 | 5.0848 | 8.0848 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -40919 | 343955 | -578198 | -577210 | -333997 | -580526 |
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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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