Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 408826.9249 | 356231.1096 | 52595.8153 | -40456.7209 | -47805.7937 | 7349.0727 |
Total P&L (%) | 408.8269 | 356.2311 | 52.5958 | -40.4567 | -47.8058 | 7.3491 |
Avg Daily Profit (%) | 0.2205 | 0.1921 | 0.0284 | -0.028 | -0.0351 | 0.0038 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182816 | -163566 | -134437 | -479929 | -419506 | -216934 |
Profit Factor | 1.1392 | 1.2156 | 1.0409 | 0.9885 | 0.9767 | 1.005 |
Total Trades | 972 | 486 | 486 | 972 | 486 | 486 |
Winning Trades | 513 | 239 | 274 | 513 | 239 | 274 |
Losing Trades | 459 | 247 | 212 | 459 | 247 | 212 |
Profitability (%) | 52.7778 | 49.177 | 56.3786 | 52.7778 | 49.177 | 56.3786 |
Ratio Avg Win / Avg Loss | 1.0193 | 1.2563 | 0.8054 | 0.8845 | 1.0094 | 0.7776 |
Largest Winning Trade | 53997 | 53997 | 31135 | 72352 | 72352 | 66638 |
Largest Losing Trade | -50042 | -50042 | -46844 | -115231 | -115231 | -104823 |
Avg Bars in Trades | 11 | 13 | 9 | 11 | 13 | 9 |
Avg Bars in Winners | 9 | 11 | 8 | 9 | 11 | 8 |
Avg Bars in Losers | 13 | 15 | 11 | 13 | 15 | 11 |
Bars Traded | 11079 | 6474 | 4605 | 11079 | 6474 | 4605 |
Profit Streak | 14.379 | 21.879 | 14.379 | 14.379 | 21.879 | 14.379 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -51953 | 380662 | -329170 | -573093 | -575659 | -566000 |
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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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