Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -160266.2599 | 49165.8143 | -209432.0742 | -99812.909 | 1425878.1552 | -1525691.0643 |
Total P&L (%) | -160.2663 | 49.1658 | -209.4321 | -99.8129 | 1425.8782 | -1525.6911 |
Avg Daily Profit (%) | -0.0897 | 0.0275 | -0.1172 | -0.351 | 0.1527 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -595885 | -325133 | -347864 | -1930932 | -677704 | -2209379 |
Profit Factor | 0.9434 | 1.0382 | 0.8642 | 0.985 | 1.6438 | 0.6553 |
Total Trades | 1417 | 708 | 709 | 1417 | 708 | 709 |
Winning Trades | 1009 | 497 | 512 | 1009 | 497 | 512 |
Losing Trades | 408 | 211 | 197 | 408 | 211 | 197 |
Profitability (%) | 71.2068 | 70.1977 | 72.2144 | 71.2068 | 70.1977 | 72.2144 |
Ratio Avg Win / Avg Loss | 0.3815 | 0.4408 | 0.3325 | 0.3983 | 0.6979 | 0.2522 |
Largest Winning Trade | 35366 | 35366 | 25353 | 271389 | 271389 | 110913 |
Largest Losing Trade | -78804 | -43482 | -78804 | -1209156 | -216139 | -1209156 |
Avg Bars in Trades | 15 | 14 | 15 | 15 | 14 | 15 |
Avg Bars in Winners | 7 | 7 | 8 | 7 | 7 | 8 |
Avg Bars in Losers | 32 | 31 | 33 | 32 | 31 | 33 |
Bars Traded | 21326 | 10302 | 11024 | 21326 | 10302 | 11024 |
Profit Streak | 1.3711 | 0 | 7.2878 | 1.3711 | 0 | 7.2878 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573482 | -331271 | -572489 | -573482 | 519253 | -572489 |
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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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