Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 297185.9596 | 268095.1363 | 29090.8232 | 44472.0587 | 618489.2909 | -574017.2322 |
Total P&L (%) | 297.186 | 268.0951 | 29.0908 | 44.4721 | 618.4893 | -574.0172 |
Avg Daily Profit (%) | 0.2106 | 0.19 | 0.0206 | 0.0261 | 0.1398 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170803 | -99884 | -149564 | -1146920 | -711032 | -1179713 |
Profit Factor | 1.1087 | 1.2043 | 1.0205 | 1.003 | 1.0859 | 0.9264 |
Total Trades | 1691 | 846 | 845 | 1691 | 846 | 845 |
Winning Trades | 1194 | 599 | 595 | 1194 | 599 | 595 |
Losing Trades | 497 | 247 | 250 | 497 | 247 | 250 |
Profitability (%) | 70.6091 | 70.8038 | 70.4142 | 70.6091 | 70.8038 | 70.4142 |
Ratio Avg Win / Avg Loss | 0.4615 | 0.4966 | 0.4288 | 0.4175 | 0.4478 | 0.3892 |
Largest Winning Trade | 15023 | 15023 | 13141 | 112812 | 112812 | 75232 |
Largest Losing Trade | -38506 | -29386 | -38506 | -312774 | -241820 | -312774 |
Avg Bars in Trades | 9 | 10 | 9 | 9 | 10 | 9 |
Avg Bars in Winners | 5 | 5 | 5 | 5 | 5 | 5 |
Avg Bars in Losers | 21 | 21 | 20 | 21 | 21 | 20 |
Bars Traded | 16903 | 8516 | 8387 | 16903 | 8516 | 8387 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -84806 | 454392 | -360997 | -368712 | -126379 | -573579 |
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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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