Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 329945.9454 | 286183.1708 | 43762.7746 | 7343.6698 | 369502.9438 | -362159.274 |
Total P&L (%) | 329.9459 | 286.1832 | 43.7628 | 7.3437 | 369.5029 | -362.1593 |
Avg Daily Profit (%) | 0.178 | 0.1544 | 0.0236 | 0.0038 | 0.0835 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136360 | -104554 | -183686 | -423957 | -432599 | -726962 |
Profit Factor | 1.1398 | 1.2647 | 1.0342 | 1.0011 | 1.1204 | 0.9047 |
Total Trades | 808 | 404 | 404 | 808 | 404 | 404 |
Winning Trades | 401 | 208 | 193 | 401 | 208 | 193 |
Losing Trades | 407 | 196 | 211 | 407 | 196 | 211 |
Profitability (%) | 49.6287 | 51.4851 | 47.7723 | 49.6287 | 51.4851 | 47.7723 |
Ratio Avg Win / Avg Loss | 1.1569 | 1.1918 | 1.1307 | 1.016 | 1.0558 | 0.989 |
Largest Winning Trade | 81467 | 81467 | 29575 | 120548 | 120548 | 97776 |
Largest Losing Trade | -41741 | -41741 | -36275 | -164148 | -99219 | -164148 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 11004 | 5498 | 5506 | 11004 | 5498 | 5506 |
Profit Streak | 0 | 11.5195 | 0 | 0 | 11.5195 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -54537 | 367770 | -345136 | -568067 | -166487 | -579810 |
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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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