Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 418778.6383 | 331322.2936 | 87456.3447 | -98739.5956 | 108037.633 | -206777.2287 |
Total P&L (%) | 418.7786 | 331.3223 | 87.4563 | -98.7396 | 108.0376 | -206.7772 |
Avg Daily Profit (%) | 0.2632 | 0.2083 | 0.055 | -0.2746 | 0.0461 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -325725 | -102334 | -275124 | -314609 | -47490 | -372822 |
Profit Factor | 1.1365 | 1.2236 | 1.0551 | 0.8992 | 1.2882 | 0.6582 |
Total Trades | 1606 | 803 | 803 | 1606 | 803 | 803 |
Winning Trades | 852 | 411 | 441 | 794 | 391 | 403 |
Losing Trades | 754 | 392 | 362 | 812 | 412 | 400 |
Profitability (%) | 53.0511 | 51.1831 | 54.9191 | 49.4396 | 48.6924 | 50.1868 |
Ratio Avg Win / Avg Loss | 1.0058 | 1.167 | 0.8661 | 0.9196 | 1.3574 | 0.6533 |
Largest Winning Trade | 64147 | 64147 | 44984 | 53140 | 53140 | 39246 |
Largest Losing Trade | -105389 | -36828 | -105389 | -228558 | -39396 | -228558 |
Avg Bars in Trades | 5 | 5 | 6 | 5 | 5 | 6 |
Avg Bars in Winners | 5 | 4 | 5 | 5 | 5 | 5 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 9532 | 4595 | 4937 | 9532 | 4595 | 4937 |
Profit Streak | 0 | 1.8672 | 0 | 0 | 1.8672 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -54416 | 345671 | -276094 | -573579 | -130167 | -576420 |
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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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