Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 403658.7436 | 368229.5849 | 35429.1587 | -45185.101 | -108745.7175 | 63560.6165 |
Total P&L (%) | 403.6587 | 368.2296 | 35.4292 | -45.1851 | -108.7457 | 63.5606 |
Avg Daily Profit (%) | 0.2151 | 0.1963 | 0.0189 | -0.032 | 0 | 0.0262 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -217285 | -136820 | -218375 | -253041 | -242353 | -138846 |
Profit Factor | 1.1436 | 1.2656 | 1.0249 | 0.9728 | 0.8784 | 1.0828 |
Total Trades | 782 | 391 | 391 | 782 | 391 | 391 |
Winning Trades | 353 | 173 | 180 | 353 | 173 | 180 |
Losing Trades | 429 | 218 | 211 | 429 | 218 | 211 |
Profitability (%) | 45.1407 | 44.2455 | 46.0358 | 45.1407 | 44.2455 | 46.0358 |
Ratio Avg Win / Avg Loss | 1.3898 | 1.5948 | 1.2014 | 1.1823 | 1.1069 | 1.2692 |
Largest Winning Trade | 130001 | 130001 | 47096 | 83505 | 37476 | 83505 |
Largest Losing Trade | -41375 | -41375 | -30533 | -64783 | -64783 | -46030 |
Avg Bars in Trades | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Winners | 11 | 11 | 11 | 11 | 11 | 11 |
Avg Bars in Losers | 7 | 8 | 7 | 7 | 8 | 7 |
Bars Traded | 7475 | 3851 | 3624 | 7475 | 3851 | 3624 |
Profit Streak | 2.4808 | 7.9808 | 0 | 2.4808 | 7.9808 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -53967 | 332446 | -363203 | -578272 | -578450 | -287534 |
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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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