Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 374932.4791 | 371029.3373 | 3903.1418 | -86450.2342 | 1210494.9237 | -1296945.1579 |
Total P&L (%) | 374.9325 | 371.0293 | 3.9031 | -86.4502 | 1210.4949 | -1296.9452 |
Avg Daily Profit (%) | 0.1551 | 0.1535 | 0.0016 | -0.0826 | 0.1065 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -217839 | -151938 | -208068 | -1864410 | -1088865 | -1533593 |
Profit Factor | 1.1685 | 1.3053 | 1.0039 | 0.9883 | 1.3385 | 0.6604 |
Total Trades | 656 | 328 | 328 | 656 | 328 | 328 |
Winning Trades | 335 | 166 | 169 | 335 | 166 | 169 |
Losing Trades | 321 | 162 | 159 | 321 | 162 | 159 |
Profitability (%) | 51.0671 | 50.6098 | 51.5244 | 51.0671 | 50.6098 | 51.5244 |
Ratio Avg Win / Avg Loss | 1.1197 | 1.2738 | 0.9445 | 0.947 | 1.3062 | 0.6213 |
Largest Winning Trade | 119440 | 119440 | 38522 | 648476 | 648476 | 333414 |
Largest Losing Trade | -94077 | -41681 | -94077 | -877320 | -329084 | -877320 |
Avg Bars in Trades | 7 | 9 | 5 | 7 | 9 | 5 |
Avg Bars in Winners | 7 | 9 | 5 | 7 | 9 | 5 |
Avg Bars in Losers | 7 | 9 | 5 | 7 | 9 | 5 |
Bars Traded | 4808 | 2984 | 1823 | 4808 | 2984 | 1823 |
Profit Streak | 0 | 0 | 14.8128 | 0 | 0 | 14.8128 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -24090 | 318809 | -572148 | -576934 | -48568 | -578554 |
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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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