Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 332433.5868 | 420133.3509 | -87699.764 | -58294.8804 | 321087.8552 | -379382.7355 |
Total P&L (%) | 332.4336 | 420.1334 | -87.6998 | -58.2949 | 321.0879 | -379.3827 |
Avg Daily Profit (%) | 0.1596 | 0.2017 | -0.0421 | -0.042 | 0.069 | 0 |
Buy And Hold Return (%) | 102.0268 | 102.0268 | 102.0268 | 102.0268 | 102.0268 | 102.0268 |
Max Trade Drawdown | -294889 | -135590 | -192421 | -1531045 | -840993 | -1157830 |
Profit Factor | 1.122 | 1.315 | 0.937 | 0.9958 | 1.0471 | 0.9466 |
Total Trades | 1393 | 697 | 696 | 1393 | 697 | 696 |
Winning Trades | 707 | 348 | 359 | 707 | 348 | 359 |
Losing Trades | 686 | 349 | 337 | 686 | 349 | 337 |
Profitability (%) | 50.7538 | 49.9283 | 51.5805 | 50.7538 | 49.9283 | 51.5805 |
Ratio Avg Win / Avg Loss | 1.0887 | 1.3188 | 0.8796 | 0.9662 | 1.0502 | 0.8885 |
Largest Winning Trade | 267374 | 267374 | 39654 | 531793 | 531793 | 285824 |
Largest Losing Trade | -39993 | -20538 | -39993 | -255499 | -186013 | -255499 |
Avg Bars in Trades | 17 | 17 | 18 | 17 | 17 | 18 |
Avg Bars in Winners | 18 | 17 | 19 | 18 | 17 | 19 |
Avg Bars in Losers | 17 | 17 | 17 | 17 | 17 | 17 |
Bars Traded | 24935 | 12073 | 12862 | 24935 | 12073 | 12862 |
Profit Streak | 0 | 0 | 17.6568 | 0 | 0 | 17.6568 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -74751 | 325048 | -576148 | -573584 | -269070 | -576148 |
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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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