Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -104397.1047 | 112892.0749 | -217289.1796 | -99318.5178 | 1230890.4995 | -1330209.0172 |
Total P&L (%) | -104.3971 | 112.8921 | -217.2892 | -99.3185 | 1230.8905 | -1330.209 |
Avg Daily Profit (%) | -0.0587 | 0.0634 | -0.1221 | -0.2799 | 0.1455 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -488846 | -253342 | -315141 | -1344686 | -519651 | -1725194 |
Profit Factor | 0.9764 | 1.0523 | 0.9038 | 0.9902 | 1.2955 | 0.7765 |
Total Trades | 2943 | 1472 | 1471 | 2943 | 1472 | 1471 |
Winning Trades | 1828 | 898 | 930 | 1828 | 898 | 930 |
Losing Trades | 1115 | 574 | 541 | 1115 | 574 | 541 |
Profitability (%) | 62.1135 | 61.0054 | 63.2223 | 62.1135 | 61.0054 | 63.2223 |
Ratio Avg Win / Avg Loss | 0.5955 | 0.6726 | 0.5257 | 0.604 | 0.8281 | 0.4517 |
Largest Winning Trade | 40321 | 40321 | 27030 | 281765 | 281765 | 109899 |
Largest Losing Trade | -57251 | -57251 | -40694 | -353259 | -198004 | -353259 |
Avg Bars in Trades | 7 | 7 | 7 | 7 | 7 | 7 |
Avg Bars in Winners | 4 | 4 | 4 | 4 | 4 | 4 |
Avg Bars in Losers | 11 | 11 | 10 | 11 | 11 | 10 |
Bars Traded | 21330 | 10957 | 10373 | 21330 | 10957 | 10373 |
Profit Streak | 2.35 | 3.85 | 2.35 | 2.35 | 3.85 | 2.35 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -572700 | -264577 | -574044 | -572700 | 300389 | -574044 |
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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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