Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 655347.2861 | 762165.7614 | -106818.4753 | -94730.6655 | -77012.7552 | -17717.9103 |
Total P&L (%) | 655.3473 | 762.1658 | -106.8185 | -94.7307 | -77.0128 | -17.7179 |
Avg Daily Profit (%) | 0.2825 | 0.3285 | -0.046 | -0.1268 | -0.0633 | -0.0084 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -246643 | -159633 | -337796 | -167654 | -114188 | -136390 |
Profit Factor | 1.2292 | 1.5281 | 0.9246 | 0.9399 | 0.9079 | 0.976 |
Total Trades | 773 | 386 | 387 | 773 | 386 | 387 |
Winning Trades | 379 | 185 | 194 | 379 | 185 | 194 |
Losing Trades | 394 | 201 | 193 | 394 | 201 | 193 |
Profitability (%) | 49.0298 | 47.9275 | 50.1292 | 49.0298 | 47.9275 | 50.1292 |
Ratio Avg Win / Avg Loss | 1.2778 | 1.6603 | 0.9198 | 0.9771 | 0.9865 | 0.971 |
Largest Winning Trade | 586158 | 586158 | 45188 | 54119 | 54119 | 29247 |
Largest Losing Trade | -44742 | -31933 | -44742 | -31630 | -31630 | -24547 |
Avg Bars in Trades | 17 | 16 | 19 | 17 | 16 | 19 |
Avg Bars in Winners | 19 | 17 | 22 | 19 | 17 | 22 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 13848 | 6385 | 7463 | 13848 | 6385 | 7463 |
Profit Streak | 5.118 | 15.118 | 5.118 | 5.118 | 15.118 | 5.118 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 486528 | 476799 | -578301 | -575656 | -579258 | -578301 |
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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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