Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 144576.6344 | 206467.4383 | -61890.8039 | -90208.9053 | 1140684.0375 | -1230892.9428 |
Total P&L (%) | 144.5766 | 206.4674 | -61.8908 | -90.2089 | 1140.684 | -1230.8929 |
Avg Daily Profit (%) | 0.0894 | 0.1276 | -0.0383 | -0.1435 | 0.1558 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -362690 | -269320 | -205974 | -1455228 | -588336 | -1499000 |
Profit Factor | 1.0434 | 1.1276 | 0.9638 | 0.9886 | 1.3527 | 0.7352 |
Total Trades | 1536 | 768 | 768 | 1536 | 768 | 768 |
Winning Trades | 622 | 312 | 310 | 622 | 312 | 310 |
Losing Trades | 914 | 456 | 458 | 914 | 456 | 458 |
Profitability (%) | 40.4948 | 40.625 | 40.3646 | 40.4948 | 40.625 | 40.3646 |
Ratio Avg Win / Avg Loss | 1.5333 | 1.648 | 1.4239 | 1.4526 | 1.9771 | 1.0862 |
Largest Winning Trade | 60121 | 60121 | 40724 | 405210 | 405210 | 164158 |
Largest Losing Trade | -76553 | -21706 | -76553 | -1119455 | -102031 | -1119455 |
Avg Bars in Trades | 12 | 11 | 13 | 12 | 11 | 13 |
Avg Bars in Winners | 15 | 14 | 16 | 15 | 14 | 16 |
Avg Bars in Losers | 10 | 10 | 11 | 10 | 10 | 11 |
Bars Traded | 19321 | 9204 | 10117 | 19321 | 9204 | 10117 |
Profit Streak | 469.9723 | 469.9723 | 470.4723 | 469.9723 | 469.9723 | 470.4723 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -240608 | -101041 | -578540 | -574430 | 354580 | -578540 |
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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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