Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 323323.0781 | 315407.4656 | 7915.6126 | -30073.2758 | 460745.982 | -490819.2578 |
Total P&L (%) | 323.3231 | 315.4075 | 7.9156 | -30.0733 | 460.746 | -490.8193 |
Avg Daily Profit (%) | 0.1998 | 0.1949 | 0.0049 | -0.0221 | 0.1066 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -317564 | -220493 | -143397 | -1393734 | -1002737 | -1118009 |
Profit Factor | 1.173 | 1.3371 | 1.0085 | 0.9967 | 1.1 | 0.8942 |
Total Trades | 664 | 332 | 332 | 664 | 332 | 332 |
Winning Trades | 320 | 162 | 158 | 320 | 162 | 158 |
Losing Trades | 344 | 170 | 174 | 344 | 170 | 174 |
Profitability (%) | 48.1928 | 48.7952 | 47.5904 | 48.1928 | 48.7952 | 47.5904 |
Ratio Avg Win / Avg Loss | 1.261 | 1.4031 | 1.1106 | 1.0715 | 1.1543 | 0.9847 |
Largest Winning Trade | 166314 | 166314 | 40446 | 326384 | 326384 | 223435 |
Largest Losing Trade | -41130 | -41130 | -31113 | -368464 | -368464 | -303958 |
Avg Bars in Trades | 28 | 33 | 24 | 28 | 33 | 24 |
Avg Bars in Winners | 34 | 39 | 28 | 34 | 39 | 28 |
Avg Bars in Losers | 24 | 27 | 20 | 24 | 27 | 20 |
Bars Traded | 19154 | 11158 | 7996 | 19154 | 11158 | 7996 |
Profit Streak | 484.9251 | 484.9251 | 485.4251 | 484.9251 | 484.9251 | 485.4251 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -18247 | 330639 | -561777 | -574730 | -159925 | -579296 |
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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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