Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 383436.3193 | 379331.0534 | 4105.2659 | -10137.5262 | 517235.3884 | -527372.9147 |
Total P&L (%) | 383.4363 | 379.3311 | 4.1053 | -10.1375 | 517.2354 | -527.3729 |
Avg Daily Profit (%) | 0.1841 | 0.1822 | 0.002 | -0.0051 | 0.0874 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -202299 | -153680 | -245717 | -402087 | -105439 | -661979 |
Profit Factor | 1.143 | 1.3104 | 1.0028 | 0.9966 | 1.4372 | 0.7124 |
Total Trades | 1122 | 561 | 561 | 1122 | 561 | 561 |
Winning Trades | 519 | 248 | 271 | 519 | 248 | 271 |
Losing Trades | 603 | 313 | 290 | 603 | 313 | 290 |
Profitability (%) | 46.2567 | 44.2068 | 48.3066 | 46.2567 | 44.2068 | 48.3066 |
Ratio Avg Win / Avg Loss | 1.328 | 1.6539 | 1.0731 | 1.1579 | 1.8139 | 0.7623 |
Largest Winning Trade | 100714 | 100714 | 31454 | 191374 | 191374 | 46160 |
Largest Losing Trade | -53581 | -18474 | -53581 | -141506 | -33318 | -141506 |
Avg Bars in Trades | 22 | 20 | 24 | 22 | 20 | 24 |
Avg Bars in Winners | 27 | 26 | 29 | 27 | 26 | 29 |
Avg Bars in Losers | 17 | 15 | 19 | 17 | 15 | 19 |
Bars Traded | 24845 | 11319 | 13526 | 24845 | 11319 | 13526 |
Profit Streak | 11.7046 | 11.7046 | 13.4546 | 11.7046 | 11.7046 | 13.4546 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -49846 | 351217 | -570792 | -573195 | -72744 | -578180 |
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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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