Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 275910.3953 | 342841.3202 | -66930.9249 | -84193.733 | 110191.5533 | -194385.2863 |
Total P&L (%) | 275.9104 | 342.8413 | -66.9309 | -84.1937 | 110.1916 | -194.3853 |
Avg Daily Profit (%) | 0.1452 | 0.1804 | -0.0352 | -0.097 | 0.0391 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184262 | -132991 | -179902 | -203296 | -77766 | -194320 |
Profit Factor | 1.1169 | 1.2912 | 0.9434 | 0.9316 | 1.2017 | 0.7162 |
Total Trades | 631 | 315 | 316 | 631 | 315 | 316 |
Winning Trades | 381 | 187 | 194 | 381 | 187 | 194 |
Losing Trades | 250 | 128 | 122 | 250 | 128 | 122 |
Profitability (%) | 60.3803 | 59.3651 | 61.3924 | 60.3803 | 59.3651 | 61.3924 |
Ratio Avg Win / Avg Loss | 0.7329 | 0.8838 | 0.5933 | 0.6113 | 0.8225 | 0.4504 |
Largest Winning Trade | 95215 | 95215 | 36545 | 29813 | 28836 | 29813 |
Largest Losing Trade | -61822 | -36439 | -61822 | -90856 | -29508 | -90856 |
Avg Bars in Trades | 12 | 12 | 11 | 12 | 12 | 11 |
Avg Bars in Winners | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Losers | 17 | 18 | 16 | 17 | 18 | 16 |
Bars Traded | 7577 | 3970 | 3607 | 7577 | 3970 | 3607 |
Profit Streak | 3.63 | 0 | 27.88 | 3.63 | 0 | 27.88 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -88472 | 302425 | -576424 | -576420 | -140279 | -576424 |
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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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