Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 292277.5322 | 292161.3818 | 116.1503 | -24602.1102 | 1387568.9736 | -1412171.0837 |
Total P&L (%) | 292.2775 | 292.1614 | 0.1162 | -24.6021 | 1387.569 | -1412.1711 |
Avg Daily Profit (%) | 0.1576 | 0.1575 | 0.0001 | -0.0152 | 0.1456 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -245464 | -192342 | -129210 | -3206499 | -2008071 | -1972462 |
Profit Factor | 1.1472 | 1.3251 | 1.0001 | 0.9988 | 1.1653 | 0.8797 |
Total Trades | 661 | 331 | 330 | 661 | 331 | 330 |
Winning Trades | 297 | 147 | 150 | 297 | 147 | 150 |
Losing Trades | 364 | 184 | 180 | 364 | 184 | 180 |
Profitability (%) | 44.9319 | 44.4109 | 45.4545 | 44.9319 | 44.4109 | 45.4545 |
Ratio Avg Win / Avg Loss | 1.406 | 1.6586 | 1.2001 | 1.2241 | 1.4586 | 1.0557 |
Largest Winning Trade | 95906 | 95906 | 33418 | 604509 | 487310 | 604509 |
Largest Losing Trade | -37106 | -22145 | -37106 | -941305 | -337101 | -941305 |
Avg Bars in Trades | 5 | 5 | 5 | 5 | 5 | 5 |
Avg Bars in Winners | 5 | 5 | 5 | 5 | 5 | 5 |
Avg Bars in Losers | 5 | 5 | 5 | 5 | 5 | 5 |
Bars Traded | 3707 | 1865 | 1842 | 3707 | 1865 | 1842 |
Profit Streak | 8.8696 | 8.8696 | 12.8696 | 8.8696 | 8.8696 | 12.8696 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -48468 | 307965 | -578619 | -576233 | -36944 | -578820 |
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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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