Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 342463.7511 | 332908.8157 | 9554.9354 | -96987.4407 | 1616721.87 | -1713709.3107 |
Total P&L (%) | 342.4638 | 332.9088 | 9.5549 | -96.9874 | 1616.7219 | -1713.7093 |
Avg Daily Profit (%) | 0.1732 | 0.1683 | 0.0048 | -0.177 | 0.1439 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -352320 | -239826 | -228573 | -3349520 | -1595421 | -2836194 |
Profit Factor | 1.1661 | 1.3257 | 1.0092 | 0.9899 | 1.4353 | 0.7107 |
Total Trades | 574 | 287 | 287 | 574 | 287 | 287 |
Winning Trades | 291 | 142 | 149 | 291 | 142 | 149 |
Losing Trades | 283 | 145 | 138 | 283 | 145 | 138 |
Profitability (%) | 50.6969 | 49.4774 | 51.9164 | 50.6969 | 49.4774 | 51.9164 |
Ratio Avg Win / Avg Loss | 1.1341 | 1.3537 | 0.9347 | 0.9627 | 1.4656 | 0.6582 |
Largest Winning Trade | 80786 | 80786 | 37058 | 644644 | 644644 | 518812 |
Largest Losing Trade | -98060 | -33370 | -98060 | -569588 | -411781 | -569588 |
Avg Bars in Trades | 6 | 6 | 6 | 6 | 6 | 6 |
Avg Bars in Winners | 6 | 6 | 6 | 6 | 6 | 6 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 3948 | 1953 | 1994 | 3948 | 1953 | 1994 |
Profit Streak | 0 | 0 | 497.4617 | 0 | 0 | 497.4617 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -27007 | 310014 | -561787 | -577410 | 49289 | -578345 |
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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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